VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 24, 2017
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($1000 X INDEX) :
: : :
All : 478,012: 148,636 282,860 121,532 180,396 41,435 450,564 445,827: 27,448 32,185
Old : 478,012: 148,636 282,860 121,532 180,396 41,435 450,564 445,827: 27,448 32,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 17, 2017 :
: -59,644: -10,148 -8,343 -20,466 -13,740 -16,863 -44,354 -45,672: -15,290 -13,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 59.2 25.4 37.7 8.7 94.3 93.3: 5.7 6.7
Old : 100.0: 31.1 59.2 25.4 37.7 8.7 94.3 93.3: 5.7 6.7
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 : 228: 69 111 81 34 26 151 179:
Old : 228: 69 111 81 34 26 151 179:
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 : 32.7 20.4 44.2 35.2 27.3 19.4 35.7 30.3
Old : 32.7 20.4 44.2 35.2 27.3 19.4 35.7 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 27, 2017