VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 14, 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 : 598,618: 171,709 272,270 154,636 239,202 136,119 565,547 563,025: 33,071 35,593
Old : 598,618: 171,709 272,270 154,636 239,202 136,119 565,547 563,025: 33,071 35,593
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 7, 2017 :
: 1,706: -3,648 -2,702 -10,369 14,123 15,180 106 2,109: 1,600 -403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 45.5 25.8 40.0 22.7 94.5 94.1: 5.5 5.9
Old : 100.0: 28.7 45.5 25.8 40.0 22.7 94.5 94.1: 5.5 5.9
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 : 251: 97 98 94 42 32 188 185:
Old : 251: 97 98 94 42 32 188 185:
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 : 27.9 22.8 40.9 37.9 18.1 16.5 24.4 24.3
Old : 27.9 22.8 40.9 37.9 18.1 16.5 24.4 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 17, 2017