VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 596,912: 175,357 274,972 165,005 225,079 120,939 565,441 560,916: 31,471 35,996
Old : 596,912: 175,357 274,972 165,005 225,079 120,939 565,441 560,916: 31,471 35,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2017 :
: 11,226: -5,156 853 -6,725 23,973 18,554 12,092 12,682: -866 -1,456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 46.1 27.6 37.7 20.3 94.7 94.0: 5.3 6.0
Old : 100.0: 29.4 46.1 27.6 37.7 20.3 94.7 94.0: 5.3 6.0
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: 89 104 96 41 31 184 190:
Old : 252: 89 104 96 41 31 184 190:
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 : 28.3 20.7 40.4 35.7 19.6 16.9 27.7 24.7
Old : 28.3 20.7 40.4 35.7 19.6 16.9 27.7 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 10, 2017