VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 15, 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 : 603,600: 154,028 283,434 185,742 228,088 95,053 567,858 564,229: 35,742 39,371
Old : 603,600: 154,028 283,434 185,742 228,088 95,053 567,858 564,229: 35,742 39,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 8, 2017 :
: -68,200: -40,915 -66,550 -807 -22,720 -6,841 -64,442 -74,198: -3,758 5,998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 47.0 30.8 37.8 15.7 94.1 93.5: 5.9 6.5
Old : 100.0: 25.5 47.0 30.8 37.8 15.7 94.1 93.5: 5.9 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 : 259: 95 104 107 42 34 199 196:
Old : 259: 95 104 107 42 34 199 196:
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 : 27.2 29.8 38.7 41.2 16.0 19.8 24.4 27.5
Old : 27.2 29.8 38.7 41.2 16.0 19.8 24.4 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 18, 2017