VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 21, 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 : 601,319: 178,325 291,771 159,540 230,767 112,387 568,632 563,698: 32,687 37,621
Old : 601,319: 178,325 291,771 159,540 230,767 112,387 568,632 563,698: 32,687 37,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 14, 2017 :
: 2,701: 6,616 19,501 4,904 -8,435 -23,732 3,085 673: -384 2,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 48.5 26.5 38.4 18.7 94.6 93.7: 5.4 6.3
Old : 100.0: 29.7 48.5 26.5 38.4 18.7 94.6 93.7: 5.4 6.3
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 : 246: 95 98 95 37 32 181 187:
Old : 246: 95 98 95 37 32 181 187:
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 : 29.9 23.2 44.0 38.7 19.0 17.3 25.6 25.0
Old : 29.9 23.2 44.0 38.7 19.0 17.3 25.6 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 24, 2017