VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 266,868: 100,141 73,435 76,129 68,642 95,764 244,912 245,328: 21,956 21,540
Old : 266,868: 100,141 73,435 76,129 68,642 95,764 244,912 245,328: 21,956 21,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2016 :
: 5,264: -3,704 -10,692 13,569 792 5,273 10,657 8,150: -5,393 -2,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 27.5 28.5 25.7 35.9 91.8 91.9: 8.2 8.1
Old : 100.0: 37.5 27.5 28.5 25.7 35.9 91.8 91.9: 8.2 8.1
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 : 155: 62 48 67 31 33 130 120:
Old : 155: 62 48 67 31 33 130 120:
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 : 26.4 31.0 37.1 43.7 17.3 21.1 24.7 28.1
Old : 26.4 31.0 37.1 43.7 17.3 21.1 24.7 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 19, 2016