VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 431,627: 142,264 237,671 99,844 161,655 64,020 403,763 401,535: 27,864 30,092
Old : 431,627: 142,264 237,671 99,844 161,655 64,020 403,763 401,535: 27,864 30,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 22,741: -10,809 16,935 15,258 21,141 -5,491 25,590 26,702: -2,849 -3,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 55.1 23.1 37.5 14.8 93.5 93.0: 6.5 7.0
Old : 100.0: 33.0 55.1 23.1 37.5 14.8 93.5 93.0: 6.5 7.0
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 : 210: 57 102 73 36 31 144 164:
Old : 210: 57 102 73 36 31 144 164:
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 : 40.0 20.5 50.3 34.2 34.7 18.9 41.8 29.5
Old : 40.0 20.5 50.3 34.2 34.7 18.9 41.8 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2016