VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 492,032: 158,320 246,328 119,894 186,160 92,101 464,374 458,323: 27,658 33,709
Old : 492,032: 158,320 246,328 119,894 186,160 92,101 464,374 458,323: 27,658 33,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: 9,422: 1,938 3,018 5,135 1,057 745 8,130 8,898: 1,292 524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 50.1 24.4 37.8 18.7 94.4 93.1: 5.6 6.9
Old : 100.0: 32.2 50.1 24.4 37.8 18.7 94.4 93.1: 5.6 6.9
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 : 223: 65 100 86 39 38 155 184:
Old : 223: 65 100 86 39 38 155 184:
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 : 46.8 20.6 56.0 33.9 35.9 18.8 41.3 28.2
Old : 46.8 20.6 56.0 33.9 35.9 18.8 41.3 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2016