VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 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 : 243,307: 83,445 93,257 66,347 75,270 62,489 225,062 222,093: 18,245 21,214
Old : 243,307: 83,445 93,257 66,347 75,270 62,489 225,062 222,093: 18,245 21,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -22,560: -21,573 -20,163 -3,209 197 1,903 -24,585 -21,469: 2,025 -1,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 38.3 27.3 30.9 25.7 92.5 91.3: 7.5 8.7
Old : 100.0: 34.3 38.3 27.3 30.9 25.7 92.5 91.3: 7.5 8.7
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 : 154: 66 43 58 25 27 122 108:
Old : 154: 66 43 58 25 27 122 108:
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 : 38.1 42.6 50.4 53.6 23.7 29.1 33.3 38.2
Old : 38.1 42.6 50.4 53.6 23.7 29.1 33.3 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2016