VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 312,450: 133,565 123,239 73,119 85,126 90,941 291,810 287,299: 20,640 25,151
Old : 312,450: 133,565 123,239 73,119 85,126 90,941 291,810 287,299: 20,640 25,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 19,154: 5,426 16,218 2,545 11,791 1,203 19,762 19,966: -608 -812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 39.4 23.4 27.2 29.1 93.4 92.0: 6.6 8.0
Old : 100.0: 42.7 39.4 23.4 27.2 29.1 93.4 92.0: 6.6 8.0
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 : 184: 55 76 74 34 34 140 146:
Old : 184: 55 76 74 34 34 140 146:
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 : 36.8 27.5 48.8 39.3 26.9 20.2 34.3 28.6
Old : 36.8 27.5 48.8 39.3 26.9 20.2 34.3 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2016