VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 07, 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 : 535,393: 152,010 263,807 163,929 189,487 73,817 505,426 501,553: 29,967 33,840
Old : 535,393: 152,010 263,807 163,929 189,487 73,817 505,426 501,553: 29,967 33,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2017 :
: 54,517: 11,298 -3,239 33,155 8,282 25,000 52,735 54,916: 1,782 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 49.3 30.6 35.4 13.8 94.4 93.7: 5.6 6.3
Old : 100.0: 28.4 49.3 30.6 35.4 13.8 94.4 93.7: 5.6 6.3
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 : 252: 87 109 91 39 31 180 190:
Old : 252: 87 109 91 39 31 180 190:
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 : 27.3 20.3 38.6 33.0 18.3 15.7 24.9 24.3
Old : 27.3 20.3 38.6 33.0 18.3 15.7 24.9 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2017