VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 22, 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 : 556,057: 151,413 256,707 176,645 196,691 84,420 524,749 517,772: 31,308 38,285
Old : 556,057: 151,413 256,707 176,645 196,691 84,420 524,749 517,772: 31,308 38,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 15, 2017 :
: -47,543: -2,615 -26,727 -9,097 -31,397 -10,633 -43,109 -46,457: -4,434 -1,086
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 46.2 31.8 35.4 15.2 94.4 93.1: 5.6 6.9
Old : 100.0: 27.2 46.2 31.8 35.4 15.2 94.4 93.1: 5.6 6.9
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 : 257: 100 100 111 34 26 198 188:
Old : 257: 100 100 111 34 26 198 188:
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 : 32.8 32.8 44.1 43.9 18.5 19.9 25.5 28.3
Old : 32.8 32.8 44.1 43.9 18.5 19.9 25.5 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 25, 2017