VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, August 22, 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 : 556,057: 151,413 256,707 176,645 196,691 84,420 524,749 517,772: 31,308 38,285 Old : 556,057: 151,413 256,707 176,645 196,691 84,420 524,749 517,772: 31,308 38,285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 15, 2017 : : -47,543: -2,615 -26,727 -9,097 -31,397 -10,633 -43,109 -46,457: -4,434 -1,086 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 46.2 31.8 35.4 15.2 94.4 93.1: 5.6 6.9 Old : 100.0: 27.2 46.2 31.8 35.4 15.2 94.4 93.1: 5.6 6.9 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 : 257: 100 100 111 34 26 198 188: Old : 257: 100 100 111 34 26 198 188: 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 : 32.8 32.8 44.1 43.9 18.5 19.9 25.5 28.3 Old : 32.8 32.8 44.1 43.9 18.5 19.9 25.5 28.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 25, 2017