VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 453,332: 80,843 268,791 68,366 282,230 82,487 431,439 419,644: 21,893 33,688
Old : 453,332: 80,843 268,791 68,366 282,230 82,487 431,439 419,644: 21,893 33,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2019 :
: 16,016: -4,495 12,217 -170 19,697 1,615 15,032 13,662: 984 2,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 59.3 15.1 62.3 18.2 95.2 92.6: 4.8 7.4
Old : 100.0: 17.8 59.3 15.1 62.3 18.2 95.2 92.6: 4.8 7.4
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 : 199: 51 94 70 41 32 132 161:
Old : 199: 51 94 70 41 32 132 161:
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 : 36.0 25.9 54.3 38.3 33.9 21.0 48.7 31.9
Old : 36.0 25.9 54.3 38.3 33.9 21.0 48.7 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 01, 2019