VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 26, 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 : 504,704: 80,111 290,810 102,188 300,077 79,218 482,376 472,216: 22,328 32,488
Old : 504,704: 80,111 290,810 102,188 300,077 79,218 482,376 472,216: 22,328 32,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -44,602: -14,248 -21,911 3,194 -32,939 -26,342 -43,993 -45,059: -609 457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 57.6 20.2 59.5 15.7 95.6 93.6: 4.4 6.4
Old : 100.0: 15.9 57.6 20.2 59.5 15.7 95.6 93.6: 4.4 6.4
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 : 214: 56 104 77 38 32 140 175:
Old : 214: 56 104 77 38 32 140 175:
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 : 36.7 20.9 52.0 33.0 34.9 18.9 48.4 27.6
Old : 36.7 20.9 52.0 33.0 34.9 18.9 48.4 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 02, 2019