VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 463,497: 152,897 240,962 113,886 175,032 80,626 441,815 435,474: 21,682 28,023
Old : 463,497: 152,897 240,962 113,886 175,032 80,626 441,815 435,474: 21,682 28,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 11,598: -960 9,678 16,454 -3,009 -13,777 12,485 12,355: -887 -757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 52.0 24.6 37.8 17.4 95.3 94.0: 4.7 6.0
Old : 100.0: 33.0 52.0 24.6 37.8 17.4 95.3 94.0: 4.7 6.0
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 : 220: 54 104 86 39 36 152 181:
Old : 220: 54 104 86 39 36 152 181:
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 21.9 54.8 35.7 38.2 18.7 44.6 27.7
Old : 46.4 21.9 54.8 35.7 38.2 18.7 44.6 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2016