VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 01, 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 : 273,237: 114,015 90,715 70,215 66,969 86,388 251,199 247,318: 22,038 25,919
Old : 273,237: 114,015 90,715 70,215 66,969 86,388 251,199 247,318: 22,038 25,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2016 :
: 25,173: 12,191 14,792 4,357 8,428 1,946 24,976 21,095: 197 4,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 33.2 25.7 24.5 31.6 91.9 90.5: 8.1 9.5
Old : 100.0: 41.7 33.2 25.7 24.5 31.6 91.9 90.5: 8.1 9.5
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 : 158: 63 50 65 29 31 125 122:
Old : 158: 63 50 65 29 31 125 122:
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 : 35.2 34.7 44.5 46.3 22.5 23.4 29.7 32.4
Old : 35.2 34.7 44.5 46.3 22.5 23.4 29.7 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2016