VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, January 17, 2017
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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 : 537,656: 158,784 291,203 141,998 194,136 58,298 494,918 491,499: 42,738 46,157
Old : 537,656: 158,784 291,203 141,998 194,136 58,298 494,918 491,499: 42,738 46,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 10, 2017 :
: 57,800: 14,104 20,343 21,193 12,585 3,851 47,882 45,387: 9,918 12,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 54.2 26.4 36.1 10.8 92.1 91.4: 7.9 8.6
Old : 100.0: 29.5 54.2 26.4 36.1 10.8 92.1 91.4: 7.9 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 : 234: 72 109 85 35 30 156 186:
Old : 234: 72 109 85 35 30 156 186:
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 : 29.2 21.3 41.4 38.1 20.7 18.4 29.7 27.9
Old : 29.2 21.3 41.4 38.1 20.7 18.4 29.7 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 20, 2017