VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 31, 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 : 628,156: 173,194 318,494 211,346 206,958 62,509 591,498 592,349: 36,658 35,807
Old : 628,156: 173,194 318,494 211,346 206,958 62,509 591,498 592,349: 36,658 35,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 24, 2017 :
: 10,978: -540 -3,988 16,472 -6,479 160 9,453 12,644: 1,525 -1,666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 50.7 33.6 32.9 10.0 94.2 94.3: 5.8 5.7
Old : 100.0: 27.6 50.7 33.6 32.9 10.0 94.2 94.3: 5.8 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 : 256: 81 113 89 42 36 179 192:
Old : 256: 81 113 89 42 36 179 192:
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 32.2 43.9 42.2 20.0 20.6 29.1 28.5
Old : 31.1 32.2 43.9 42.2 20.0 20.6 29.1 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 3, 2017