VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, February 07, 2017 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 535,393: 152,010 263,807 163,929 189,487 73,817 505,426 501,553: 29,967 33,840 Old : 535,393: 152,010 263,807 163,929 189,487 73,817 505,426 501,553: 29,967 33,840 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 31, 2017 : : 54,517: 11,298 -3,239 33,155 8,282 25,000 52,735 54,916: 1,782 -399 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.4 49.3 30.6 35.4 13.8 94.4 93.7: 5.6 6.3 Old : 100.0: 28.4 49.3 30.6 35.4 13.8 94.4 93.7: 5.6 6.3 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 : 252: 87 109 91 39 31 180 190: Old : 252: 87 109 91 39 31 180 190: 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 : 27.3 20.3 38.6 33.0 18.3 15.7 24.9 24.3 Old : 27.3 20.3 38.6 33.0 18.3 15.7 24.9 24.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2017