VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 338,446: 142,035 155,824 79,519 94,498 77,029 316,052 312,372: 22,394 26,074
Old : 338,446: 142,035 155,824 79,519 94,498 77,029 316,052 312,372: 22,394 26,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 16,282: -4 9,831 5,922 10,828 -959 16,746 14,794: -464 1,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.0 46.0 23.5 27.9 22.8 93.4 92.3: 6.6 7.7
Old : 100.0: 42.0 46.0 23.5 27.9 22.8 93.4 92.3: 6.6 7.7
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 : 190: 59 84 72 33 30 138 148:
Old : 190: 59 84 72 33 30 138 148:
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 : 45.3 24.0 56.0 35.8 35.7 16.3 42.7 24.7
Old : 45.3 24.0 56.0 35.8 35.7 16.3 42.7 24.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2016