VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 671,800: 194,943 349,984 186,549 250,808 101,894 632,300 638,427: 39,500 33,373
Old : 671,800: 194,943 349,984 186,549 250,808 101,894 632,300 638,427: 39,500 33,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 32,995: 15,467 12,394 16,052 -2,109 4,467 29,410 32,913: 3,585 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 52.1 27.8 37.3 15.2 94.1 95.0: 5.9 5.0
Old : 100.0: 29.0 52.1 27.8 37.3 15.2 94.1 95.0: 5.9 5.0
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 : 293: 116 122 106 39 30 215 208:
Old : 293: 116 122 106 39 30 215 208:
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 : 26.8 22.9 37.0 36.6 15.7 18.5 23.2 27.9
Old : 26.8 22.9 37.0 36.6 15.7 18.5 23.2 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 11, 2017