VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, February 28, 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 : 585,686: 180,513 274,119 171,730 201,106 102,385 553,349 548,234: 32,337 37,452 Old : 585,686: 180,513 274,119 171,730 201,106 102,385 553,349 548,234: 32,337 37,452 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 21, 2017 : : 33,778: -1,092 -9,717 24,296 11,048 17,292 34,252 31,871: -474 1,907 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.8 46.8 29.3 34.3 17.5 94.5 93.6: 5.5 6.4 Old : 100.0: 30.8 46.8 29.3 34.3 17.5 94.5 93.6: 5.5 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 : 255: 89 104 102 39 32 189 195: Old : 255: 89 104 102 39 32 189 195: 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 : 28.4 20.1 42.1 36.0 20.7 16.7 27.6 25.0 Old : 28.4 20.1 42.1 36.0 20.7 16.7 27.6 25.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 3, 2017