VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, May 02, 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 : 540,301: 151,238 257,913 141,644 214,612 104,928 507,494 504,485: 32,807 35,816 Old : 540,301: 151,238 257,913 141,644 214,612 104,928 507,494 504,485: 32,807 35,816 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 25, 2017 : : 48,115: -1,917 35,940 13,108 40,391 2,819 51,582 51,867: -3,467 -3,752 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.0 47.7 26.2 39.7 19.4 93.9 93.4: 6.1 6.6 Old : 100.0: 28.0 47.7 26.2 39.7 19.4 93.9 93.4: 6.1 6.6 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 : 238: 91 98 85 37 30 173 177: Old : 238: 91 98 85 37 30 173 177: 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 : 29.9 25.5 42.7 41.5 17.9 20.4 26.7 30.0 Old : 29.9 25.5 42.7 41.5 17.9 20.4 26.7 30.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 5, 2017