VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 06, 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 : 614,761: 154,607 290,460 168,988 255,687 122,063 579,282 581,511: 35,479 33,250
Old : 614,761: 154,607 290,460 168,988 255,687 122,063 579,282 581,511: 35,479 33,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 30, 2017 :
: 37,074: 1,625 18,552 5,768 28,355 13,432 35,748 37,752: 1,326 -678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 47.2 27.5 41.6 19.9 94.2 94.6: 5.8 5.4
Old : 100.0: 25.1 47.2 27.5 41.6 19.9 94.2 94.6: 5.8 5.4
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 : 257: 93 106 97 39 30 189 190:
Old : 257: 93 106 97 39 30 189 190:
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 : 33.4 27.3 43.0 42.2 17.8 17.7 24.0 27.0
Old : 33.4 27.3 43.0 42.2 17.8 17.7 24.0 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 9, 2017