VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 29, 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 : 408,886: 153,073 220,736 84,586 140,514 69,511 378,173 374,833: 30,713 34,053
Old : 408,886: 153,073 220,736 84,586 140,514 69,511 378,173 374,833: 30,713 34,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2016 :
: 18,949: 16,221 20,506 -4,368 2,909 -1,664 14,762 14,474: 4,187 4,475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 54.0 20.7 34.4 17.0 92.5 91.7: 7.5 8.3
Old : 100.0: 37.4 54.0 20.7 34.4 17.0 92.5 91.7: 7.5 8.3
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: 62 97 72 36 31 148 162:
Old : 213: 62 97 72 36 31 148 162:
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 : 41.4 20.9 51.2 34.2 36.9 20.5 44.1 31.1
Old : 41.4 20.9 51.2 34.2 36.9 20.5 44.1 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2016