VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 10, 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 : 479,856: 144,680 270,860 120,805 181,551 54,447 447,036 446,112: 32,820 33,744
Old : 479,856: 144,680 270,860 120,805 181,551 54,447 447,036 446,112: 32,820 33,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 3, 2017 :
: 68,420: 5,354 26,939 28,363 27,548 10,063 61,265 65,365: 7,155 3,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 56.4 25.2 37.8 11.3 93.2 93.0: 6.8 7.0
Old : 100.0: 30.2 56.4 25.2 37.8 11.3 93.2 93.0: 6.8 7.0
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 : 221: 64 107 80 36 29 149 176:
Old : 221: 64 107 80 36 29 149 176:
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 : 36.2 20.4 47.2 36.6 28.4 18.6 35.5 29.5
Old : 36.2 20.4 47.2 36.6 28.4 18.6 35.5 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 13, 2017