VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 23, 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 : 525,156: 120,838 223,250 170,865 200,755 97,882 492,458 491,997: 32,698 33,159
Old : 525,156: 120,838 223,250 170,865 200,755 97,882 492,458 491,997: 32,698 33,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 16, 2017 :
: -95,110: -52,862 -92,810 10,013 -45,797 -7,328 -88,646 -90,125: -6,464 -4,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 42.5 32.5 38.2 18.6 93.8 93.7: 6.2 6.3
Old : 100.0: 23.0 42.5 32.5 38.2 18.6 93.8 93.7: 6.2 6.3
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 : 221: 83 85 83 36 30 166 162:
Old : 221: 83 85 83 36 30 166 162:
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 : 35.7 33.2 46.4 49.3 15.7 19.1 22.5 27.7
Old : 35.7 33.2 46.4 49.3 15.7 19.1 22.5 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 26, 2017