VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 02, 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 : 516,359: 170,190 284,793 127,400 191,698 71,983 489,288 484,176: 27,071 32,183
Old : 516,359: 170,190 284,793 127,400 191,698 71,983 489,288 484,176: 27,071 32,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2016 :
: 24,486: -13,931 11,722 12,204 22,754 -274 21,027 23,652: 3,459 834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 55.2 24.7 37.1 13.9 94.8 93.8: 5.2 6.2
Old : 100.0: 33.0 55.2 24.7 37.1 13.9 94.8 93.8: 5.2 6.2
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 : 221: 63 101 84 43 34 159 176:
Old : 221: 63 101 84 43 34 159 176:
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 : 49.5 19.9 58.2 33.9 42.9 18.7 47.9 29.9
Old : 49.5 19.9 58.2 33.9 42.9 18.7 47.9 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2016