VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 371,498: 116,331 173,484 63,006 170,365 104,517 349,702 341,007: 21,796 30,491
Old : 371,498: 116,331 173,484 63,006 170,365 104,517 349,702 341,007: 21,796 30,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2019 :
: -28,485: -9,132 -11,477 -4,791 -14,547 -16,101 -28,470 -32,369: -15 3,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 46.7 17.0 45.9 28.1 94.1 91.8: 5.9 8.2
Old : 100.0: 31.3 46.7 17.0 45.9 28.1 94.1 91.8: 5.9 8.2
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 : 187: 48 79 68 37 38 131 149:
Old : 187: 48 79 68 37 38 131 149:
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 : 37.2 27.0 49.4 39.1 34.3 21.2 44.0 32.9
Old : 37.2 27.0 49.4 39.1 34.3 21.2 44.0 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 30, 2019