VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 12, 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 : 651,180: 172,521 294,630 236,674 208,703 81,495 617,898 612,799: 33,282 38,381
Old : 651,180: 172,521 294,630 236,674 208,703 81,495 617,898 612,799: 33,282 38,381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: 28,408: 11,266 18,804 15,281 1,174 -6,863 27,721 27,222: 687 1,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 45.2 36.3 32.0 12.5 94.9 94.1: 5.1 5.9
Old : 100.0: 26.5 45.2 36.3 32.0 12.5 94.9 94.1: 5.1 5.9
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 : 272: 92 119 113 39 38 198 215:
Old : 272: 92 119 113 39 38 198 215:
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 : 28.8 27.4 41.4 37.0 16.8 15.4 27.5 22.8
Old : 28.8 27.4 41.4 37.0 16.8 15.4 27.5 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 15, 2017