VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 03, 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 : 562,691: 137,435 261,071 173,462 217,297 93,970 528,194 528,503: 34,497 34,188
Old : 562,691: 137,435 261,071 173,462 217,297 93,970 528,194 528,503: 34,497 34,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 27, 2017 :
: 627: -20,164 -31,524 17,397 3,152 10,490 385 -3,637: 242 4,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 46.4 30.8 38.6 16.7 93.9 93.9: 6.1 6.1
Old : 100.0: 24.4 46.4 30.8 38.6 16.7 93.9 93.9: 6.1 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: 88 107 94 44 33 191 190:
Old : 259: 88 107 94 44 33 191 190:
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 : 29.2 26.5 38.5 40.4 14.1 17.7 20.6 27.5
Old : 29.2 26.5 38.5 40.4 14.1 17.7 20.6 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 7, 2017