VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 18, 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 : 617,557: 183,963 324,331 158,972 239,162 99,231 582,097 582,534: 35,460 35,023
Old : 617,557: 183,963 324,331 158,972 239,162 99,231 582,097 582,534: 35,460 35,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 11, 2017 :
: 41,029: 38,733 68,813 -12,438 9,930 -17,305 36,225 39,070: 4,804 1,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 52.5 25.7 38.7 16.1 94.3 94.3: 5.7 5.7
Old : 100.0: 29.8 52.5 25.7 38.7 16.1 94.3 94.3: 5.7 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 : 277: 108 108 97 40 37 198 204:
Old : 277: 108 108 97 40 37 198 204:
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 : 30.9 25.2 41.8 40.0 18.4 20.2 25.9 29.2
Old : 30.9 25.2 41.8 40.0 18.4 20.2 25.9 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 21, 2017