VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 14, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 657,946: 190,632 318,290 204,942 229,981 91,758 625,555 614,990: 32,391 42,956
Old : 657,946: 190,632 318,290 204,942 229,981 91,758 625,555 614,990: 32,391 42,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 7, 2017 :
: -1,304: 6,301 -19,350 -7,592 -308 22,861 -1,599 -4,081: 295 2,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 48.4 31.1 35.0 13.9 95.1 93.5: 4.9 6.5
Old : 100.0: 29.0 48.4 31.1 35.0 13.9 95.1 93.5: 4.9 6.5
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 : 276: 91 131 106 42 35 193 217:
Old : 276: 91 131 106 42 35 193 217:
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 : 29.5 27.8 41.9 38.7 18.6 15.9 27.8 25.4
Old : 29.5 27.8 41.9 38.7 18.6 15.9 27.8 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 17, 2017