VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 05, 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 : 395,270: 163,879 198,127 84,940 120,016 84,417 368,835 367,484: 26,435 27,786
Old : 395,270: 163,879 198,127 84,940 120,016 84,417 368,835 367,484: 26,435 27,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2016 :
: 56,824: 21,844 42,303 5,421 25,518 7,388 52,783 55,112: 4,041 1,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 50.1 21.5 30.4 21.4 93.3 93.0: 6.7 7.0
Old : 100.0: 41.5 50.1 21.5 30.4 21.4 93.3 93.0: 6.7 7.0
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 : 203: 61 94 71 31 30 140 156:
Old : 203: 61 94 71 31 30 140 156:
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 : 50.9 20.2 58.8 34.0 41.6 16.2 45.7 25.0
Old : 50.9 20.2 58.8 34.0 41.6 16.2 45.7 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2016