VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, October 10, 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 : 677,160: 171,358 346,023 197,345 273,343 95,347 642,046 638,715: 35,114 38,445 Old : 677,160: 171,358 346,023 197,345 273,343 95,347 642,046 638,715: 35,114 38,445 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 3, 2017 : : 7,928: -5,123 -1,082 2,301 9,273 5,729 6,451 6,948: 1,477 980 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 51.1 29.1 40.4 14.1 94.8 94.3: 5.2 5.7 Old : 100.0: 25.3 51.1 29.1 40.4 14.1 94.8 94.3: 5.2 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 : 280: 90 125 106 45 34 201 212: Old : 280: 90 125 106 45 34 201 212: 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 : 34.3 26.2 45.2 38.3 20.2 17.6 28.8 25.9 Old : 34.3 26.2 45.2 38.3 20.2 17.6 28.8 25.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 13, 2017