VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, January 31, 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 : 480,876: 140,712 267,046 130,774 181,205 48,817 452,691 446,637: 28,185 34,239
Old : 480,876: 140,712 267,046 130,774 181,205 48,817 452,691 446,637: 28,185 34,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2017 :
: 2,864: -7,924 -15,814 9,242 809 7,382 2,127 810: 737 2,054
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 55.5 27.2 37.7 10.2 94.1 92.9: 5.9 7.1
Old : 100.0: 29.3 55.5 27.2 37.7 10.2 94.1 92.9: 5.9 7.1
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 : 226: 76 99 83 36 25 161 169:
Old : 226: 76 99 83 36 25 161 169:
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 : 31.4 21.1 42.3 35.9 22.1 18.3 30.0 28.4
Old : 31.4 21.1 42.3 35.9 22.1 18.3 30.0 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2017