VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 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 : 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