VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 618,725: 179,361 300,689 196,919 206,823 82,500 583,103 580,108: 35,622 38,617
Old : 618,725: 179,361 300,689 196,919 206,823 82,500 583,103 580,108: 35,622 38,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 40,334: 21,264 25,221 18,957 -1,899 -5,458 38,322 38,720: 2,012 1,614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 48.6 31.8 33.4 13.3 94.2 93.8: 5.8 6.2
Old : 100.0: 29.0 48.6 31.8 33.4 13.3 94.2 93.8: 5.8 6.2
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: 92 109 109 38 28 193 196:
Old : 259: 92 109 109 38 28 193 196:
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 : 32.5 30.6 43.4 41.4 17.3 15.9 25.4 25.2
Old : 32.5 30.6 43.4 41.4 17.3 15.9 25.4 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 8, 2017