VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, February 21, 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 : 551,908: 181,605 283,836 147,434 190,058 85,093 519,097 516,363: 32,811 35,545 Old : 551,908: 181,605 283,836 147,434 190,058 85,093 519,097 516,363: 32,811 35,545 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 14, 2017 : : -89,851: 3,721 -14,710 -59,007 -33,206 -14,999 -88,492 -88,716: -1,359 -1,135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.9 51.4 26.7 34.4 15.4 94.1 93.6: 5.9 6.4 Old : 100.0: 32.9 51.4 26.7 34.4 15.4 94.1 93.6: 5.9 6.4 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 : 245: 85 107 94 38 27 176 187: Old : 245: 85 107 94 38 27 176 187: 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 : 30.1 20.8 44.8 35.4 23.5 17.5 31.2 27.1 Old : 30.1 20.8 44.8 35.4 23.5 17.5 31.2 27.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2017