VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, August 01, 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 : 638,805: 179,476 337,590 170,497 252,917 97,427 602,890 605,514: 35,915 33,291
Old : 638,805: 179,476 337,590 170,497 252,917 97,427 602,890 605,514: 35,915 33,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 27,144: -22,610 -1,137 20,979 27,305 6,313 25,674 26,155: 1,470 989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 52.8 26.7 39.6 15.3 94.4 94.8: 5.6 5.2
Old : 100.0: 28.1 52.8 26.7 39.6 15.3 94.4 94.8: 5.6 5.2
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 : 295: 114 120 96 41 33 216 201:
Old : 295: 114 120 96 41 33 216 201:
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 : 28.9 24.8 39.9 38.2 17.2 20.1 26.0 29.6
Old : 28.9 24.8 39.9 38.2 17.2 20.1 26.0 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 4, 2017