VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 07, 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 : 501,258: 164,299 268,107 123,314 190,953 79,339 478,566 470,760: 22,692 30,498
Old : 501,258: 164,299 268,107 123,314 190,953 79,339 478,566 470,760: 22,692 30,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2016 :
: 33,075: -5,665 7,794 16,058 22,450 8,419 32,843 32,271: 232 804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 53.5 24.6 38.1 15.8 95.5 93.9: 4.5 6.1
Old : 100.0: 32.8 53.5 24.6 38.1 15.8 95.5 93.9: 4.5 6.1
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 : 225: 57 106 84 38 32 150 182:
Old : 225: 57 106 84 38 32 150 182:
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 : 47.7 21.2 56.9 35.1 38.9 17.6 45.5 27.3
Old : 47.7 21.2 56.9 35.1 38.9 17.6 45.5 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2016