VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($1000 X INDEX) :
: : :
All : 401,077: 76,209 214,889 66,632 236,925 91,686 379,766 373,207: 21,311 27,870
Old : 401,077: 76,209 214,889 66,632 236,925 91,686 379,766 373,207: 21,311 27,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -28,174: -8,604 -24,779 -566 -20,226 592 -29,396 -24,753: 1,222 -3,421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 53.6 16.6 59.1 22.9 94.7 93.1: 5.3 6.9
Old : 100.0: 19.0 53.6 16.6 59.1 22.9 94.7 93.1: 5.3 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 44 95 73 41 37 137 162:
Old : 200: 44 95 73 41 37 137 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 26.8 51.0 36.7 34.6 20.9 46.5 30.2
Old : 37.1 26.8 51.0 36.7 34.6 20.9 46.5 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 11, 2019