VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 515,480: 151,236 253,988 144,561 188,975 83,251 484,772 481,800: 30,708 33,680
Old : 515,480: 151,236 253,988 144,561 188,975 83,251 484,772 481,800: 30,708 33,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 21, 2017 :
: -85,839: -27,089 -37,783 -14,979 -41,792 -29,136 -83,860 -81,898: -1,979 -3,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 49.3 28.0 36.7 16.2 94.0 93.5: 6.0 6.5
Old : 100.0: 29.3 49.3 28.0 36.7 16.2 94.0 93.5: 6.0 6.5
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 : 223: 83 93 88 37 28 167 169:
Old : 223: 83 93 88 37 28 167 169:
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 : 31.0 25.2 46.3 41.1 18.8 18.7 28.7 28.2
Old : 31.0 25.2 46.3 41.1 18.8 18.7 28.7 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 6, 2017