VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 17, 2017
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($1000 X INDEX) :
: : :
All : 701,927: 185,078 353,649 214,000 267,265 96,940 666,343 664,589: 35,584 37,338
Old : 701,927: 185,078 353,649 214,000 267,265 96,940 666,343 664,589: 35,584 37,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 10, 2017 :
: 24,767: 13,720 7,626 16,655 -6,078 1,593 24,297 25,874: 470 -1,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 50.4 30.5 38.1 13.8 94.9 94.7: 5.1 5.3
Old : 100.0: 26.4 50.4 30.5 38.1 13.8 94.9 94.7: 5.1 5.3
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 : 282: 95 126 105 41 38 195 221:
Old : 282: 95 126 105 41 38 195 221:
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 : 31.1 27.7 42.2 40.0 18.8 18.8 26.0 26.4
Old : 31.1 27.7 42.2 40.0 18.8 18.8 26.0 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 20, 2017