VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 544,927: 131,784 215,421 165,689 209,496 122,563 506,969 503,673: 37,958 41,254
Old : 544,927: 131,784 215,421 165,689 209,496 122,563 506,969 503,673: 37,958 41,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 26,762: -8,732 -19,589 20,621 9,894 19,986 21,783 21,018: 4,979 5,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 39.5 30.4 38.4 22.5 93.0 92.4: 7.0 7.6
Old : 100.0: 24.2 39.5 30.4 38.4 22.5 93.0 92.4: 7.0 7.6
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 : 231: 88 89 98 38 29 177 178:
Old : 231: 88 89 98 38 29 177 178:
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 : 28.1 24.4 42.6 41.6 17.8 17.1 25.9 25.6
Old : 28.1 24.4 42.6 41.6 17.8 17.1 25.9 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 14, 2017