VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, April 18, 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 : 470,700: 103,935 189,582 160,493 174,474 92,855 438,902 442,930: 31,798 27,770 Old : 470,700: 103,935 189,582 160,493 174,474 92,855 438,902 442,930: 31,798 27,770 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 11, 2017 : : -74,227: -27,849 -25,839 -5,196 -35,022 -29,708 -68,067 -60,743: -6,160 -13,484 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 40.3 34.1 37.1 19.7 93.2 94.1: 6.8 5.9 Old : 100.0: 22.1 40.3 34.1 37.1 19.7 93.2 94.1: 6.8 5.9 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 : 217: 81 87 88 36 29 166 165: Old : 217: 81 87 88 36 29 166 165: 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 29.2 45.1 44.1 15.7 18.0 22.6 26.1 Old : 30.1 29.2 45.1 44.1 15.7 18.0 22.6 26.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 21, 2017