VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 25, 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 : 611,661: 202,086 338,727 149,518 225,612 91,114 577,216 579,359: 34,445 32,302
Old : 611,661: 202,086 338,727 149,518 225,612 91,114 577,216 579,359: 34,445 32,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 18, 2017 :
: -5,896: 18,123 14,396 -9,454 -13,550 -8,117 -4,881 -3,175: -1,015 -2,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 55.4 24.4 36.9 14.9 94.4 94.7: 5.6 5.3
Old : 100.0: 33.0 55.4 24.4 36.9 14.9 94.4 94.7: 5.6 5.3
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 : 286: 107 118 90 37 35 195 205:
Old : 286: 107 118 90 37 35 195 205:
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 : 30.3 25.2 41.7 39.6 20.0 22.3 29.1 31.8
Old : 30.3 25.2 41.7 39.6 20.0 22.3 29.1 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 28, 2017