VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 20, 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 : 583,594: 146,672 290,517 170,587 228,877 86,453 546,136 547,557: 37,458 36,037
Old : 583,594: 146,672 290,517 170,587 228,877 86,453 546,136 547,557: 37,458 36,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 13, 2017 :
: -48,871: -19,509 -5,495 -2,174 -31,884 -42,769 -53,567 -50,438: 4,696 1,567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 49.8 29.2 39.2 14.8 93.6 93.8: 6.4 6.2
Old : 100.0: 25.1 49.8 29.2 39.2 14.8 93.6 93.8: 6.4 6.2
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 : 274: 106 108 104 40 34 205 200:
Old : 274: 106 108 104 40 34 205 200:
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 24.7 40.0 38.9 16.7 18.1 23.2 28.1
Old : 29.9 24.7 40.0 38.9 16.7 18.1 23.2 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 23, 2017