VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 21, 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 : 628,899: 177,335 280,291 216,182 202,648 91,493 596,165 587,966: 32,734 40,933
Old : 628,899: 177,335 280,291 216,182 202,648 91,493 596,165 587,966: 32,734 40,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 14, 2017 :
: -29,047: -13,297 -37,999 11,240 -27,333 -265 -29,390 -27,024: 343 -2,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 44.6 34.4 32.2 14.5 94.8 93.5: 5.2 6.5
Old : 100.0: 28.2 44.6 34.4 32.2 14.5 94.8 93.5: 5.2 6.5
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: 85 120 98 42 38 186 206:
Old : 267: 85 120 98 42 38 186 206:
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 : 29.9 27.1 42.4 37.2 18.6 15.9 27.8 23.3
Old : 29.9 27.1 42.4 37.2 18.6 15.9 27.8 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 24, 2017