VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 20, 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 : 462,774: 133,564 242,489 129,459 172,425 59,279 435,448 431,227: 27,326 31,547
Old : 462,774: 133,564 242,489 129,459 172,425 59,279 435,448 431,227: 27,326 31,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2016 :
: 16,852: 5,284 11,631 10,238 4,099 -4,318 19,621 17,551: -2,769 -699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 52.4 28.0 37.3 12.8 94.1 93.2: 5.9 6.8
Old : 100.0: 28.9 52.4 28.0 37.3 12.8 94.1 93.2: 5.9 6.8
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 : 219: 72 100 88 33 27 155 174:
Old : 219: 72 100 88 33 27 155 174:
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 : 32.8 23.3 44.2 38.5 23.3 19.1 31.1 28.9
Old : 32.8 23.3 44.2 38.5 23.3 19.1 31.1 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2016