VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 470,700: 103,935 189,582 160,493 174,474 92,855 438,902 442,930: 31,798 27,770
Old : 470,700: 103,935 189,582 160,493 174,474 92,855 438,902 442,930: 31,798 27,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -74,227: -27,849 -25,839 -5,196 -35,022 -29,708 -68,067 -60,743: -6,160 -13,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 40.3 34.1 37.1 19.7 93.2 94.1: 6.8 5.9
Old : 100.0: 22.1 40.3 34.1 37.1 19.7 93.2 94.1: 6.8 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 : 217: 81 87 88 36 29 166 165:
Old : 217: 81 87 88 36 29 166 165:
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 : 30.1 29.2 45.1 44.1 15.7 18.0 22.6 26.1
Old : 30.1 29.2 45.1 44.1 15.7 18.0 22.6 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 21, 2017