VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 542,622: 182,844 301,661 137,752 194,778 71,860 515,374 511,273: 27,248 31,349
Old : 542,622: 182,844 301,661 137,752 194,778 71,860 515,374 511,273: 27,248 31,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: 26,263: 12,654 16,868 10,352 3,080 -123 26,086 27,097: 177 -834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 55.6 25.4 35.9 13.2 95.0 94.2: 5.0 5.8
Old : 100.0: 33.7 55.6 25.4 35.9 13.2 95.0 94.2: 5.0 5.8
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 : 227: 63 107 95 41 34 165 186:
Old : 227: 63 107 95 41 34 165 186:
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 : 45.9 18.7 55.8 32.5 40.4 18.6 46.0 29.3
Old : 45.9 18.7 55.8 32.5 40.4 18.6 46.0 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2016