VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 2016
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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 : 451,231: 131,191 180,373 140,111 147,454 91,929 418,756 412,413: 32,475 38,818
Old : 451,231: 131,191 180,373 140,111 147,454 91,929 418,756 412,413: 32,475 38,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2016 :
: 39,748: -3,093 -3,804 30,261 8,848 1,196 36,016 27,653: 3,732 12,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 40.0 31.1 32.7 20.4 92.8 91.4: 7.2 8.6
Old : 100.0: 29.1 40.0 31.1 32.7 20.4 92.8 91.4: 7.2 8.6
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 : 210: 57 106 92 34 30 150 178:
Old : 210: 57 106 92 34 30 150 178:
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 : 36.0 23.3 48.2 34.6 25.3 15.6 34.1 22.6
Old : 36.0 23.3 48.2 34.6 25.3 15.6 34.1 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2016