VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 408,198: 156,514 196,790 91,709 135,656 91,095 383,879 379,594: 24,319 28,604
Old : 408,198: 156,514 196,790 91,709 135,656 91,095 383,879 379,594: 24,319 28,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2016 :
: 12,928: -7,365 -1,337 6,769 15,640 6,678 15,044 12,110: -2,116 818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 48.2 22.5 33.2 22.3 94.0 93.0: 6.0 7.0
Old : 100.0: 38.3 48.2 22.5 33.2 22.3 94.0 93.0: 6.0 7.0
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 : 200: 50 96 71 37 38 140 161:
Old : 200: 50 96 71 37 38 140 161:
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 : 48.2 20.3 55.9 32.6 39.6 16.0 44.4 24.5
Old : 48.2 20.3 55.9 32.6 39.6 16.0 44.4 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 15, 2016