VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 09, 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 : 261,604: 103,845 84,127 62,560 67,850 90,491 234,255 237,178: 27,349 24,426
Old : 261,604: 103,845 84,127 62,560 67,850 90,491 234,255 237,178: 27,349 24,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2016 :
: 8,991: 1,708 4,500 -3,011 6,708 10,120 5,405 11,609: 3,586 -2,618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 32.2 23.9 25.9 34.6 89.5 90.7: 10.5 9.3
Old : 100.0: 39.7 32.2 23.9 25.9 34.6 89.5 90.7: 10.5 9.3
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 : 154: 62 45 67 29 30 127 118:
Old : 154: 62 45 67 29 30 127 118:
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 : 28.1 28.6 38.8 40.7 17.3 19.1 24.4 28.3
Old : 28.1 28.6 38.8 40.7 17.3 19.1 24.4 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 12, 2016