VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 411,321: 142,184 243,666 94,326 149,862 44,493 386,372 382,485: 24,949 28,836
Old : 411,321: 142,184 243,666 94,326 149,862 44,493 386,372 382,485: 24,949 28,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2016 :
: -51,453: 8,620 1,177 -35,133 -22,563 -14,786 -49,076 -48,742: -2,377 -2,711
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 59.2 22.9 36.4 10.8 93.9 93.0: 6.1 7.0
Old : 100.0: 34.6 59.2 22.9 36.4 10.8 93.9 93.0: 6.1 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 : 200: 57 97 69 33 27 133 159:
Old : 200: 57 97 69 33 27 133 159:
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 : 38.0 23.0 49.0 39.3 31.2 22.1 38.6 34.2
Old : 38.0 23.0 49.0 39.3 31.2 22.1 38.6 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2016