VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 16, 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 : 620,266: 173,700 316,060 160,852 246,552 105,210 581,104 582,122: 39,162 38,144
Old : 620,266: 173,700 316,060 160,852 246,552 105,210 581,104 582,122: 39,162 38,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 9, 2017 :
: 22,324: 12,261 38,947 422 9,885 -16,198 22,568 23,171: -244 -847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 51.0 25.9 39.7 17.0 93.7 93.9: 6.3 6.1
Old : 100.0: 28.0 51.0 25.9 39.7 17.0 93.7 93.9: 6.3 6.1
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 : 259: 86 114 103 39 35 185 204:
Old : 259: 86 114 103 39 35 185 204:
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 : 31.4 24.3 44.4 41.9 18.1 19.5 27.3 28.4
Old : 31.4 24.3 44.4 41.9 18.1 19.5 27.3 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 19, 2017