VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, July 11, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 576,528: 145,230 255,518 171,410 229,232 116,536 545,872 543,464: 30,656 33,064 Old : 576,528: 145,230 255,518 171,410 229,232 116,536 545,872 543,464: 30,656 33,064 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2017 : : 13,837: 7,795 -5,553 -2,052 11,935 22,566 17,678 14,961: -3,841 -1,124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 44.3 29.7 39.8 20.2 94.7 94.3: 5.3 5.7 Old : 100.0: 25.2 44.3 29.7 39.8 20.2 94.7 94.3: 5.3 5.7 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 : 251: 93 99 98 42 32 191 185: Old : 251: 93 99 98 42 32 191 185: 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 : 30.4 27.3 40.6 42.0 13.6 16.5 20.2 25.6 Old : 30.4 27.3 40.6 42.0 13.6 16.5 20.2 25.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 14, 2017