VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 448,613: 164,375 240,225 90,535 174,110 92,341 429,020 423,101: 19,593 25,512
Old : 448,613: 164,375 240,225 90,535 174,110 92,341 429,020 423,101: 19,593 25,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2016 :
: -13,744: -8,415 8,061 -9,490 6,818 -11,365 -11,087 -12,794: -2,657 -950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 53.5 20.2 38.8 20.6 95.6 94.3: 4.4 5.7
Old : 100.0: 36.6 53.5 20.2 38.8 20.6 95.6 94.3: 4.4 5.7
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 : 205: 46 106 82 35 32 140 171:
Old : 205: 46 106 82 35 32 140 171:
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 : 54.5 22.6 63.3 36.4 45.2 18.6 51.3 27.8
Old : 54.5 22.6 63.3 36.4 45.2 18.6 51.3 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2016