VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 07, 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 : 659,250: 184,331 337,640 212,534 230,289 68,897 627,154 619,071: 32,096 40,179
Old : 659,250: 184,331 337,640 212,534 230,289 68,897 627,154 619,071: 32,096 40,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 31, 2017 :
: 31,094: 11,137 19,146 1,188 23,331 6,388 35,656 26,722: -4,562 4,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 51.2 32.2 34.9 10.5 95.1 93.9: 4.9 6.1
Old : 100.0: 28.0 51.2 32.2 34.9 10.5 95.1 93.9: 4.9 6.1
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 : 279: 93 122 106 46 36 204 209:
Old : 279: 93 122 106 46 36 204 209:
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 : 29.9 29.7 42.6 40.9 19.2 20.1 28.6 28.8
Old : 29.9 29.7 42.6 40.9 19.2 20.1 28.6 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 10, 2017