VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 04, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 482,610: 156,382 243,310 114,759 185,103 91,356 456,244 449,425: 26,366 33,185
Old : 482,610: 156,382 243,310 114,759 185,103 91,356 456,244 449,425: 26,366 33,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 27, 2016 :
: 9,401: 17,152 14,940 -7,606 -1,274 1,012 8,272 8,346: 1,129 1,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 50.4 23.8 38.4 18.9 94.5 93.1: 5.5 6.9
Old : 100.0: 32.4 50.4 23.8 38.4 18.9 94.5 93.1: 5.5 6.9
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 : 221: 67 102 85 36 35 155 179:
Old : 221: 67 102 85 36 35 155 179:
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 : 47.4 22.8 56.9 36.1 36.2 19.8 42.5 29.2
Old : 47.4 22.8 56.9 36.1 36.2 19.8 42.5 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 7, 2016