VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 2016
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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 : 243,063: 79,477 86,066 77,959 65,491 57,673 222,927 221,698: 20,136 21,365
Old : 243,063: 79,477 86,066 77,959 65,491 57,673 222,927 221,698: 20,136 21,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2016 :
: -244: -3,968 -7,191 11,612 -9,779 -4,816 -2,135 -395: 1,891 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 35.4 32.1 26.9 23.7 91.7 91.2: 8.3 8.8
Old : 100.0: 32.7 35.4 32.1 26.9 23.7 91.7 91.2: 8.3 8.8
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 : 162: 68 46 63 29 33 131 117:
Old : 162: 68 46 63 29 33 131 117:
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 : 28.8 40.7 39.9 50.1 17.0 24.4 25.9 33.2
Old : 28.8 40.7 39.9 50.1 17.0 24.4 25.9 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2016