VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 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 : 597,942: 161,439 277,113 160,430 236,667 121,408 558,536 558,951: 39,406 38,991
Old : 597,942: 161,439 277,113 160,430 236,667 121,408 558,536 558,951: 39,406 38,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 57,641: 10,201 19,200 18,786 22,055 16,480 51,042 54,466: 6,599 3,175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 46.3 26.8 39.6 20.3 93.4 93.5: 6.6 6.5
Old : 100.0: 27.0 46.3 26.8 39.6 20.3 93.4 93.5: 6.6 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 : 246: 92 102 93 37 30 180 184:
Old : 246: 92 102 93 37 30 180 184:
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 : 29.2 25.0 42.8 40.8 17.2 18.2 24.8 27.5
Old : 29.2 25.0 42.8 40.8 17.2 18.2 24.8 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 12, 2017