VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 277,758: 94,273 84,738 80,319 75,936 84,925 250,528 249,982: 27,230 27,776
Old : 277,758: 94,273 84,738 80,319 75,936 84,925 250,528 249,982: 27,230 27,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2016 :
: 34,695: 14,796 -1,328 2,360 10,445 27,252 27,601 28,284: 7,094 6,411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 30.5 28.9 27.3 30.6 90.2 90.0: 9.8 10.0
Old : 100.0: 33.9 30.5 28.9 27.3 30.6 90.2 90.0: 9.8 10.0
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 : 159: 64 46 63 31 31 131 115:
Old : 159: 64 46 63 31 31 131 115:
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 : 29.3 34.7 40.5 45.2 17.8 23.4 25.1 30.1
Old : 29.3 34.7 40.5 45.2 17.8 23.4 25.1 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2016