VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 322,164: 142,039 145,993 73,597 83,670 77,988 299,306 297,578: 22,858 24,586
Old : 322,164: 142,039 145,993 73,597 83,670 77,988 299,306 297,578: 22,858 24,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2016 :
: 9,714: 8,474 22,754 478 -1,456 -12,953 7,496 10,279: 2,218 -565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 45.3 22.8 26.0 24.2 92.9 92.4: 7.1 7.6
Old : 100.0: 44.1 45.3 22.8 26.0 24.2 92.9 92.4: 7.1 7.6
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 : 186: 53 91 68 30 27 127 148:
Old : 186: 53 91 68 30 27 127 148:
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 : 46.4 24.0 57.1 36.1 36.4 16.6 42.5 25.2
Old : 46.4 24.0 57.1 36.1 36.4 16.6 42.5 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2016