VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 382,528: 135,989 181,656 90,445 138,626 83,387 365,060 355,488: 17,468 27,040
Old : 382,528: 135,989 181,656 90,445 138,626 83,387 365,060 355,488: 17,468 27,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -53,775: 5,644 -27,053 -21,863 -31,300 -4,153 -47,519 -53,069: -6,256 -706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 47.5 23.6 36.2 21.8 95.4 92.9: 4.6 7.1
Old : 100.0: 35.6 47.5 23.6 36.2 21.8 95.4 92.9: 4.6 7.1
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 : 176: 44 80 67 33 35 122 147:
Old : 176: 44 80 67 33 35 122 147:
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 : 55.9 24.8 64.4 38.2 44.0 20.6 49.7 29.3
Old : 55.9 24.8 64.4 38.2 44.0 20.6 49.7 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2016