VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, July 18, 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 : 617,557: 183,963 324,331 158,972 239,162 99,231 582,097 582,534: 35,460 35,023 Old : 617,557: 183,963 324,331 158,972 239,162 99,231 582,097 582,534: 35,460 35,023 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 11, 2017 : : 41,029: 38,733 68,813 -12,438 9,930 -17,305 36,225 39,070: 4,804 1,959 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.8 52.5 25.7 38.7 16.1 94.3 94.3: 5.7 5.7 Old : 100.0: 29.8 52.5 25.7 38.7 16.1 94.3 94.3: 5.7 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 : 277: 108 108 97 40 37 198 204: Old : 277: 108 108 97 40 37 198 204: 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 : 30.9 25.2 41.8 40.0 18.4 20.2 25.9 29.2 Old : 30.9 25.2 41.8 40.0 18.4 20.2 25.9 29.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 21, 2017