VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 08, 2016
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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 : 411,483: 134,284 184,177 109,850 138,606 90,733 382,740 384,760: 28,743 26,723
Old : 411,483: 134,284 184,177 109,850 138,606 90,733 382,740 384,760: 28,743 26,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -17,309: -12,747 -32,879 1,860 -10,152 15,869 -21,039 -15,150: 3,730 -2,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 44.8 26.7 33.7 22.1 93.0 93.5: 7.0 6.5
Old : 100.0: 32.6 44.8 26.7 33.7 22.1 93.0 93.5: 7.0 6.5
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 : 214: 67 95 82 36 35 155 169:
Old : 214: 67 95 82 36 35 155 169:
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 : 46.4 21.7 56.9 33.4 36.5 16.4 41.9 26.3
Old : 46.4 21.7 56.9 33.4 36.5 16.4 41.9 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 11, 2016