VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 12, 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 : 640,340: 167,336 291,163 218,545 220,101 91,397 605,982 601,105: 34,358 39,235
Old : 640,340: 167,336 291,163 218,545 220,101 91,397 605,982 601,105: 34,358 39,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 5, 2017 :
: 21,615: -12,025 -9,526 21,626 13,278 8,897 22,879 20,997: -1,264 618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 45.5 34.1 34.4 14.3 94.6 93.9: 5.4 6.1
Old : 100.0: 26.1 45.5 34.1 34.4 14.3 94.6 93.9: 5.4 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 : 261: 80 118 110 42 32 192 204:
Old : 261: 80 118 110 42 32 192 204:
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 : 33.9 31.3 43.2 41.6 17.3 16.2 23.5 24.6
Old : 33.9 31.3 43.2 41.6 17.3 16.2 23.5 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 15, 2017