VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 24, 2017
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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 : 617,178: 173,734 322,482 194,874 213,437 62,349 582,045 579,705: 35,133 37,473
Old : 617,178: 173,734 322,482 194,874 213,437 62,349 582,045 579,705: 35,133 37,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -84,749: -11,344 -31,167 -19,126 -53,828 -34,591 -84,298 -84,884: -451 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 52.3 31.6 34.6 10.1 94.3 93.9: 5.7 6.1
Old : 100.0: 28.1 52.3 31.6 34.6 10.1 94.3 93.9: 5.7 6.1
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 : 267: 80 129 91 43 34 185 199:
Old : 267: 80 129 91 43 34 185 199:
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 : 33.5 30.1 45.1 41.9 20.2 21.0 30.3 29.4
Old : 33.5 30.1 45.1 41.9 20.2 21.0 30.3 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 27, 2017