VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 445,922: 128,280 230,858 119,221 168,326 63,597 415,827 413,676: 30,095 32,246
Old : 445,922: 128,280 230,858 119,221 168,326 63,597 415,827 413,676: 30,095 32,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2016 :
: 14,295: -13,984 -6,813 19,377 6,671 -423 12,064 12,141: 2,231 2,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 51.8 26.7 37.7 14.3 93.3 92.8: 6.7 7.2
Old : 100.0: 28.8 51.8 26.7 37.7 14.3 93.3 92.8: 6.7 7.2
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 : 213: 63 99 78 36 29 152 163:
Old : 213: 63 99 78 36 29 152 163:
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 : 38.8 19.9 49.5 33.4 33.0 18.7 39.7 28.3
Old : 38.8 19.9 49.5 33.4 33.0 18.7 39.7 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2016