VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 551,908: 181,605 283,836 147,434 190,058 85,093 519,097 516,363: 32,811 35,545
Old : 551,908: 181,605 283,836 147,434 190,058 85,093 519,097 516,363: 32,811 35,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2017 :
: -89,851: 3,721 -14,710 -59,007 -33,206 -14,999 -88,492 -88,716: -1,359 -1,135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 51.4 26.7 34.4 15.4 94.1 93.6: 5.9 6.4
Old : 100.0: 32.9 51.4 26.7 34.4 15.4 94.1 93.6: 5.9 6.4
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 : 245: 85 107 94 38 27 176 187:
Old : 245: 85 107 94 38 27 176 187:
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 : 30.1 20.8 44.8 35.4 23.5 17.5 31.2 27.1
Old : 30.1 20.8 44.8 35.4 23.5 17.5 31.2 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2017