VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 421,662: 61,519 214,425 102,872 236,387 70,972 400,778 388,269: 20,884 33,393
Old : 421,662: 61,519 214,425 102,872 236,387 70,972 400,778 388,269: 20,884 33,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2019 :
: 9,768: -3,738 -7,388 5,806 6,963 9,293 9,031 7,711: 737 2,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 50.9 24.4 56.1 16.8 95.0 92.1: 5.0 7.9
Old : 100.0: 14.6 50.9 24.4 56.1 16.8 95.0 92.1: 5.0 7.9
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 : 197: 44 99 82 37 33 138 165:
Old : 197: 44 99 82 37 33 138 165:
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 : 33.8 16.6 48.2 28.9 31.7 14.5 41.5 23.8
Old : 33.8 16.6 48.2 28.9 31.7 14.5 41.5 23.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 06, 2020