VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 29, 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 : 578,391: 158,097 275,468 177,962 208,722 87,958 544,781 541,388: 33,610 37,003
Old : 578,391: 158,097 275,468 177,962 208,722 87,958 544,781 541,388: 33,610 37,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 22, 2017 :
: 22,334: 6,684 18,761 1,317 12,031 3,538 20,032 23,616: 2,302 -1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 47.6 30.8 36.1 15.2 94.2 93.6: 5.8 6.4
Old : 100.0: 27.3 47.6 30.8 36.1 15.2 94.2 93.6: 5.8 6.4
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 : 253: 87 107 103 37 31 189 188:
Old : 253: 87 107 103 37 31 189 188:
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 : 34.2 31.7 44.5 43.4 18.5 18.2 25.5 27.5
Old : 34.2 31.7 44.5 43.4 18.5 18.2 25.5 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 1, 2017