VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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 : 465,375: 65,785 248,813 106,283 272,730 77,654 444,798 432,750: 20,577 32,625
Old : 465,375: 65,785 248,813 106,283 272,730 77,654 444,798 432,750: 20,577 32,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 3, 2019 :
: -18,399: -9,424 -25,708 9,504 -13,315 416 -13,235 -15,788: -5,164 -2,611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 53.5 22.8 58.6 16.7 95.6 93.0: 4.4 7.0
Old : 100.0: 14.1 53.5 22.8 58.6 16.7 95.6 93.0: 4.4 7.0
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 : 207: 46 106 84 38 31 145 170:
Old : 207: 46 106 84 38 31 145 170:
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 : 35.6 18.9 51.0 31.7 34.0 16.8 46.2 24.2
Old : 35.6 18.9 51.0 31.7 34.0 16.8 46.2 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 13, 2019