VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 451,899: 153,857 231,284 97,432 178,041 94,403 429,330 423,119: 22,569 28,780
Old : 451,899: 153,857 231,284 97,432 178,041 94,403 429,330 423,119: 22,569 28,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 3,286: -10,518 -8,941 6,897 3,931 2,062 310 18: 2,976 3,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 51.2 21.6 39.4 20.9 95.0 93.6: 5.0 6.4
Old : 100.0: 34.0 51.2 21.6 39.4 20.9 95.0 93.6: 5.0 6.4
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 : 201: 47 100 79 36 33 137 168:
Old : 201: 47 100 79 36 33 137 168:
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 : 50.7 22.4 59.3 36.0 41.0 18.1 47.5 26.3
Old : 50.7 22.4 59.3 36.0 41.0 18.1 47.5 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2016