VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 462,357: 172,790 232,164 100,025 167,292 103,706 440,107 435,895: 22,250 26,462
Old : 462,357: 172,790 232,164 100,025 167,292 103,706 440,107 435,895: 22,250 26,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 54,159: 16,276 35,374 8,316 31,636 12,611 56,228 56,301: -2,069 -2,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 50.2 21.6 36.2 22.4 95.2 94.3: 4.8 5.7
Old : 100.0: 37.4 50.2 21.6 36.2 22.4 95.2 94.3: 4.8 5.7
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 : 209: 55 94 83 36 35 147 171:
Old : 209: 55 94 83 36 35 147 171:
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 : 49.9 21.4 58.6 33.6 41.5 18.1 47.2 26.8
Old : 49.9 21.4 58.6 33.6 41.5 18.1 47.2 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 22, 2016