VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 03, 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 : 411,436: 139,326 243,921 92,442 154,003 44,384 385,771 380,747: 25,665 30,689
Old : 411,436: 139,326 243,921 92,442 154,003 44,384 385,771 380,747: 25,665 30,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 27, 2016 :
: 115: -2,858 255 -1,884 4,141 -109 -601 -1,738: 716 1,853
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 59.3 22.5 37.4 10.8 93.8 92.5: 6.2 7.5
Old : 100.0: 33.9 59.3 22.5 37.4 10.8 93.8 92.5: 6.2 7.5
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 : 202: 58 97 71 33 25 135 159:
Old : 202: 58 97 71 33 25 135 159:
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 : 36.3 22.6 47.1 38.2 29.9 21.6 36.9 33.0
Old : 36.3 22.6 47.1 38.2 29.9 21.6 36.9 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2017