VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 03, 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 : 669,232: 176,481 347,105 195,044 264,070 89,618 635,595 631,767: 33,637 37,465
Old : 669,232: 176,481 347,105 195,044 264,070 89,618 635,595 631,767: 33,637 37,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 26, 2017 :
: 28,723: 19,589 17,818 434 8,422 7,258 28,445 25,510: 278 3,213
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 51.9 29.1 39.5 13.4 95.0 94.4: 5.0 5.6
Old : 100.0: 26.4 51.9 29.1 39.5 13.4 95.0 94.4: 5.0 5.6
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: 90 122 101 43 32 196 205:
Old : 275: 90 122 101 43 32 196 205:
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 : 33.9 26.1 44.9 37.9 20.0 17.9 28.6 26.1
Old : 33.9 26.1 44.9 37.9 20.0 17.9 28.6 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 6, 2017