VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 22, 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 : 389,937: 136,852 200,230 88,954 137,605 71,175 363,411 360,359: 26,526 29,578
Old : 389,937: 136,852 200,230 88,954 137,605 71,175 363,411 360,359: 26,526 29,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2016 :
: -61,294: 5,661 19,857 -51,157 -9,849 -20,754 -55,345 -52,054: -5,949 -9,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 51.3 22.8 35.3 18.3 93.2 92.4: 6.8 7.6
Old : 100.0: 35.1 51.3 22.8 35.3 18.3 93.2 92.4: 6.8 7.6
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 : 211: 56 101 75 35 32 143 166:
Old : 211: 56 101 75 35 32 143 166:
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 : 43.2 20.5 53.3 32.0 37.1 18.2 44.6 27.4
Old : 43.2 20.5 53.3 32.0 37.1 18.2 44.6 27.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 25, 2016