VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 01, 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 : 428,792: 147,031 217,056 107,990 148,758 74,864 403,779 399,910: 25,013 28,882
Old : 428,792: 147,031 217,056 107,990 148,758 74,864 403,779 399,910: 25,013 28,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2016 :
: -7,978: -20,103 -31,570 5,584 1,775 14,385 -12,744 -11,601: 4,766 3,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 50.6 25.2 34.7 17.5 94.2 93.3: 5.8 6.7
Old : 100.0: 34.3 50.6 25.2 34.7 17.5 94.2 93.3: 5.8 6.7
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: 64 95 76 31 33 142 167:
Old : 210: 64 95 76 31 33 142 167:
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 : 48.0 21.4 57.7 33.6 38.7 19.4 44.6 28.3
Old : 48.0 21.4 57.7 33.6 38.7 19.4 44.6 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 4, 2016