VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 02, 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 : 540,301: 151,238 257,913 141,644 214,612 104,928 507,494 504,485: 32,807 35,816
Old : 540,301: 151,238 257,913 141,644 214,612 104,928 507,494 504,485: 32,807 35,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 25, 2017 :
: 48,115: -1,917 35,940 13,108 40,391 2,819 51,582 51,867: -3,467 -3,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 47.7 26.2 39.7 19.4 93.9 93.4: 6.1 6.6
Old : 100.0: 28.0 47.7 26.2 39.7 19.4 93.9 93.4: 6.1 6.6
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 : 238: 91 98 85 37 30 173 177:
Old : 238: 91 98 85 37 30 173 177:
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 25.5 42.7 41.5 17.9 20.4 26.7 30.0
Old : 29.9 25.5 42.7 41.5 17.9 20.4 26.7 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 5, 2017