VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($1000 X INDEX) :
: : :
All : 402,718: 86,088 211,739 74,914 218,938 87,002 379,940 373,655: 22,778 29,063
Old : 402,718: 86,088 211,739 74,914 218,938 87,002 379,940 373,655: 22,778 29,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 42,434: -10,596 21,626 11,158 38,979 9,084 39,541 41,868: 2,893 566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 52.6 18.6 54.4 21.6 94.3 92.8: 5.7 7.2
Old : 100.0: 21.4 52.6 18.6 54.4 21.6 94.3 92.8: 5.7 7.2
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 : 200: 45 96 73 41 41 134 169:
Old : 200: 45 96 73 41 41 134 169:
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 : 34.1 26.9 47.6 38.8 31.5 20.9 41.4 30.8
Old : 34.1 26.9 47.6 38.8 31.5 20.9 41.4 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 20, 2019