VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, October 08, 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 : 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