VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 17, 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 : 464,177: 145,905 240,721 110,510 182,019 78,890 438,434 430,121: 25,743 34,056
Old : 464,177: 145,905 240,721 110,510 182,019 78,890 438,434 430,121: 25,743 34,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2016 :
: 680: -6,992 -241 -3,376 6,987 -1,736 -3,381 -5,353: 4,061 6,033
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 51.9 23.8 39.2 17.0 94.5 92.7: 5.5 7.3
Old : 100.0: 31.4 51.9 23.8 39.2 17.0 94.5 92.7: 5.5 7.3
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 : 210: 45 106 85 37 36 144 177:
Old : 210: 45 106 85 37 36 144 177:
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 : 47.4 21.0 57.1 34.0 40.9 19.0 46.7 27.7
Old : 47.4 21.0 57.1 34.0 40.9 19.0 46.7 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2016