VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, November 28, 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 : 632,116: 183,127 297,889 209,575 210,477 85,349 603,179 592,813: 28,937 39,303 Old : 632,116: 183,127 297,889 209,575 210,477 85,349 603,179 592,813: 28,937 39,303 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 21, 2017 : : 3,217: 5,792 17,598 -6,607 7,829 -6,144 7,014 4,847: -3,797 -1,630 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 47.1 33.2 33.3 13.5 95.4 93.8: 4.6 6.2 Old : 100.0: 29.0 47.1 33.2 33.3 13.5 95.4 93.8: 4.6 6.2 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 : 275: 91 121 101 44 37 193 210: Old : 275: 91 121 101 44 37 193 210: 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 : 32.0 27.2 44.8 37.0 19.3 16.2 29.2 24.0 Old : 32.0 27.2 44.8 37.0 19.3 16.2 29.2 24.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 1, 2017