VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 26, 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 : 640,509: 156,892 329,287 194,610 255,648 82,360 607,150 606,257: 33,359 34,252
Old : 640,509: 156,892 329,287 194,610 255,648 82,360 607,150 606,257: 33,359 34,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 19, 2017 :
: -64,322: -18,277 -17,069 -11,599 -27,717 -24,548 -57,593 -53,216: -6,729 -11,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 51.4 30.4 39.9 12.9 94.8 94.7: 5.2 5.3
Old : 100.0: 24.5 51.4 30.4 39.9 12.9 94.8 94.7: 5.2 5.3
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 : 275: 88 122 101 42 30 191 208:
Old : 275: 88 122 101 42 30 191 208:
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 : 34.3 27.7 45.5 40.0 19.3 17.1 26.5 26.8
Old : 34.3 27.7 45.5 40.0 19.3 17.1 26.5 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2017