VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 27, 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 : 562,064: 157,599 292,595 156,065 214,145 83,480 527,809 532,140: 34,255 29,924
Old : 562,064: 157,599 292,595 156,065 214,145 83,480 527,809 532,140: 34,255 29,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 20, 2017 :
: -21,530: 10,927 2,078 -14,522 -14,732 -2,973 -18,327 -15,417: -3,203 -6,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 52.1 27.8 38.1 14.9 93.9 94.7: 6.1 5.3
Old : 100.0: 28.0 52.1 27.8 38.1 14.9 93.9 94.7: 6.1 5.3
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 : 270: 100 110 100 42 33 201 197:
Old : 270: 100 110 100 42 33 201 197:
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 : 30.9 25.2 40.7 39.6 18.2 20.3 24.4 30.3
Old : 30.9 25.2 40.7 39.6 18.2 20.3 24.4 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 30, 2017