VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 25, 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 : 492,186: 153,155 221,973 128,536 174,221 102,109 455,912 452,618: 36,274 39,568
Old : 492,186: 153,155 221,973 128,536 174,221 102,109 455,912 452,618: 36,274 39,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 18, 2017 :
: 21,486: 49,220 32,391 -31,957 -253 9,254 17,010 9,688: 4,476 11,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 45.1 26.1 35.4 20.7 92.6 92.0: 7.4 8.0
Old : 100.0: 31.1 45.1 26.1 35.4 20.7 92.6 92.0: 7.4 8.0
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: 83 88 80 37 32 164 165:
Old : 221: 83 88 80 37 32 164 165:
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 : 32.3 29.9 46.6 43.3 19.2 20.6 28.0 29.2
Old : 32.3 29.9 46.6 43.3 19.2 20.6 28.0 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 28, 2017