VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 02, 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 : 252,613: 102,137 79,627 65,571 61,142 80,371 228,850 225,569: 23,763 27,044
Old : 252,613: 102,137 79,627 65,571 61,142 80,371 228,850 225,569: 23,763 27,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2016 :
: 3,266: 5,423 -2,862 -10,548 6,551 12,476 1,426 -934: 1,840 4,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 31.5 26.0 24.2 31.8 90.6 89.3: 9.4 10.7
Old : 100.0: 40.4 31.5 26.0 24.2 31.8 90.6 89.3: 9.4 10.7
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 : 147: 60 41 61 29 30 122 110:
Old : 147: 60 41 61 29 30 122 110:
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 : 33.6 32.6 43.0 45.3 21.8 23.5 28.8 32.3
Old : 33.6 32.6 43.0 45.3 21.8 23.5 28.8 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 5, 2016