VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 13, 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 : 632,465: 166,181 296,012 172,761 260,761 129,222 599,703 597,995: 32,762 34,470
Old : 632,465: 166,181 296,012 172,761 260,761 129,222 599,703 597,995: 32,762 34,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 6, 2017 :
: 17,704: 11,574 5,552 3,773 5,074 7,159 20,421 16,484: -2,717 1,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 46.8 27.3 41.2 20.4 94.8 94.5: 5.2 5.5
Old : 100.0: 26.3 46.8 27.3 41.2 20.4 94.8 94.5: 5.2 5.5
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 : 265: 101 106 104 39 32 199 197:
Old : 265: 101 106 104 39 32 199 197:
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 : 33.1 27.1 44.7 43.3 18.1 17.6 24.2 26.3
Old : 33.1 27.1 44.7 43.3 18.1 17.6 24.2 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 16, 2017