VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 19, 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 : 704,831: 175,169 346,356 206,209 283,365 106,908 664,743 659,473: 40,088 45,358
Old : 704,831: 175,169 346,356 206,209 283,365 106,908 664,743 659,473: 40,088 45,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 12, 2017 :
: 64,491: 7,833 55,193 -12,336 63,264 15,511 58,761 58,368: 5,730 6,123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 49.1 29.3 40.2 15.2 94.3 93.6: 5.7 6.4
Old : 100.0: 24.9 49.1 29.3 40.2 15.2 94.3 93.6: 5.7 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 : 272: 87 122 106 44 32 194 209:
Old : 272: 87 122 106 44 32 194 209:
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 : 32.0 28.1 43.3 39.9 18.5 17.2 26.1 26.7
Old : 32.0 28.1 43.3 39.9 18.5 17.2 26.1 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 22, 2017