VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 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 : 293,296: 128,139 107,021 70,574 73,335 89,738 272,048 267,333: 21,248 25,963
Old : 293,296: 128,139 107,021 70,574 73,335 89,738 272,048 267,333: 21,248 25,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2016 :
: 20,059: 14,124 16,306 359 6,366 3,350 20,849 20,015: -790 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 36.5 24.1 25.0 30.6 92.8 91.1: 7.2 8.9
Old : 100.0: 43.7 36.5 24.1 25.0 30.6 92.8 91.1: 7.2 8.9
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 : 173: 58 64 74 34 35 135 141:
Old : 173: 58 64 74 34 35 135 141:
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 : 39.0 27.4 49.5 37.5 28.8 19.0 34.7 27.9
Old : 39.0 27.4 49.5 37.5 28.8 19.0 34.7 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2016