VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 248,064: 101,824 75,923 65,858 58,541 84,442 226,223 226,223: 21,841 21,841
Old : 248,064: 101,824 75,923 65,858 58,541 84,442 226,223 226,223: 21,841 21,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2016 :
: -18,804: 1,683 2,488 -10,271 -10,101 -11,322 -18,689 -19,105: -115 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 30.6 26.5 23.6 34.0 91.2 91.2: 8.8 8.8
Old : 100.0: 41.0 30.6 26.5 23.6 34.0 91.2 91.2: 8.8 8.8
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 : 145: 54 46 61 27 30 119 108:
Old : 145: 54 46 61 27 30 119 108:
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 : 34.1 33.9 44.2 47.4 23.3 25.2 29.9 33.4
Old : 34.1 33.9 44.2 47.4 23.3 25.2 29.9 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2016