VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 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 : 677,160: 171,358 346,023 197,345 273,343 95,347 642,046 638,715: 35,114 38,445
Old : 677,160: 171,358 346,023 197,345 273,343 95,347 642,046 638,715: 35,114 38,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: 7,928: -5,123 -1,082 2,301 9,273 5,729 6,451 6,948: 1,477 980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 51.1 29.1 40.4 14.1 94.8 94.3: 5.2 5.7
Old : 100.0: 25.3 51.1 29.1 40.4 14.1 94.8 94.3: 5.2 5.7
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 : 280: 90 125 106 45 34 201 212:
Old : 280: 90 125 106 45 34 201 212:
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 26.2 45.2 38.3 20.2 17.6 28.8 25.9
Old : 34.3 26.2 45.2 38.3 20.2 17.6 28.8 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 13, 2017