VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, April 25, 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 : 492,186: 153,155 221,973 128,536 174,221 102,109 455,912 452,618: 36,274 39,568 Old : 492,186: 153,155 221,973 128,536 174,221 102,109 455,912 452,618: 36,274 39,568 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 18, 2017 : : 21,486: 49,220 32,391 -31,957 -253 9,254 17,010 9,688: 4,476 11,798 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 45.1 26.1 35.4 20.7 92.6 92.0: 7.4 8.0 Old : 100.0: 31.1 45.1 26.1 35.4 20.7 92.6 92.0: 7.4 8.0 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 : 221: 83 88 80 37 32 164 165: Old : 221: 83 88 80 37 32 164 165: 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 : 32.3 29.9 46.6 43.3 19.2 20.6 28.0 29.2 Old : 32.3 29.9 46.6 43.3 19.2 20.6 28.0 29.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 28, 2017