VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 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 : 576,528: 145,230 255,518 171,410 229,232 116,536 545,872 543,464: 30,656 33,064
Old : 576,528: 145,230 255,518 171,410 229,232 116,536 545,872 543,464: 30,656 33,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: 13,837: 7,795 -5,553 -2,052 11,935 22,566 17,678 14,961: -3,841 -1,124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 44.3 29.7 39.8 20.2 94.7 94.3: 5.3 5.7
Old : 100.0: 25.2 44.3 29.7 39.8 20.2 94.7 94.3: 5.3 5.7
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 : 251: 93 99 98 42 32 191 185:
Old : 251: 93 99 98 42 32 191 185:
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 : 30.4 27.3 40.6 42.0 13.6 16.5 20.2 25.6
Old : 30.4 27.3 40.6 42.0 13.6 16.5 20.2 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 14, 2017