VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, November 07, 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 : 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