VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 585,686: 180,513 274,119 171,730 201,106 102,385 553,349 548,234: 32,337 37,452
Old : 585,686: 180,513 274,119 171,730 201,106 102,385 553,349 548,234: 32,337 37,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2017 :
: 33,778: -1,092 -9,717 24,296 11,048 17,292 34,252 31,871: -474 1,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 46.8 29.3 34.3 17.5 94.5 93.6: 5.5 6.4
Old : 100.0: 30.8 46.8 29.3 34.3 17.5 94.5 93.6: 5.5 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 : 255: 89 104 102 39 32 189 195:
Old : 255: 89 104 102 39 32 189 195:
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 : 28.4 20.1 42.1 36.0 20.7 16.7 27.6 25.0
Old : 28.4 20.1 42.1 36.0 20.7 16.7 27.6 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 3, 2017