VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 641,759: 177,884 298,546 206,441 223,264 100,092 607,589 605,079: 34,170 36,680
Old : 641,759: 177,884 298,546 206,441 223,264 100,092 607,589 605,079: 34,170 36,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2017 :
: 106,366: 25,874 34,739 42,512 33,777 26,275 102,163 103,526: 4,203 2,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 46.5 32.2 34.8 15.6 94.7 94.3: 5.3 5.7
Old : 100.0: 27.7 46.5 32.2 34.8 15.6 94.7 94.3: 5.3 5.7
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 : 253: 85 111 103 36 33 184 199:
Old : 253: 85 111 103 36 33 184 199:
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 : 23.5 22.0 38.5 34.8 14.7 15.3 22.5 23.5
Old : 23.5 22.0 38.5 34.8 14.7 15.3 22.5 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 17, 2017