VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 577,687: 152,982 271,908 163,220 227,332 108,631 543,534 543,759: 34,153 33,928
Old : 577,687: 152,982 271,908 163,220 227,332 108,631 543,534 543,759: 34,153 33,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 52,531: 32,144 48,658 -7,645 26,577 10,749 51,076 51,762: 1,455 769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 47.1 28.3 39.4 18.8 94.1 94.1: 5.9 5.9
Old : 100.0: 26.5 47.1 28.3 39.4 18.8 94.1 94.1: 5.9 5.9
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 : 248: 89 102 90 38 28 180 180:
Old : 248: 89 102 90 38 28 180 180:
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 : 33.5 29.6 44.1 43.8 16.5 18.9 23.7 29.0
Old : 33.5 29.6 44.1 43.8 16.5 18.9 23.7 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 2, 2017