VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 249,347: 96,714 82,489 76,119 54,591 67,895 227,424 226,503: 21,923 22,844
Old : 249,347: 96,714 82,489 76,119 54,591 67,895 227,424 226,503: 21,923 22,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -28,411: 2,441 -2,249 -4,200 -21,345 -17,030 -23,104 -23,479: -5,307 -4,932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 33.1 30.5 21.9 27.2 91.2 90.8: 8.8 9.2
Old : 100.0: 38.8 33.1 30.5 21.9 27.2 91.2 90.8: 8.8 9.2
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 : 134: 49 42 56 26 29 107 104:
Old : 134: 49 42 56 26 29 107 104:
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 : 32.7 37.5 42.7 49.5 18.1 25.4 26.1 33.3
Old : 32.7 37.5 42.7 49.5 18.1 25.4 26.1 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2016