VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 04, 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 : 518,165: 140,516 235,010 145,068 199,602 102,577 485,186 482,655: 32,979 35,510
Old : 518,165: 140,516 235,010 145,068 199,602 102,577 485,186 482,655: 32,979 35,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 28, 2017 :
: 2,685: -10,720 -18,978 507 10,627 19,326 414 855: 2,271 1,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 45.4 28.0 38.5 19.8 93.6 93.1: 6.4 6.9
Old : 100.0: 27.1 45.4 28.0 38.5 19.8 93.6 93.1: 6.4 6.9
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 : 232: 91 89 87 38 33 170 177:
Old : 232: 91 89 87 38 33 170 177:
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 : 28.8 25.9 42.6 41.5 18.0 18.0 26.6 27.0
Old : 28.8 25.9 42.6 41.5 18.0 18.0 26.6 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 7, 2017