VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 438,355: 156,576 241,890 104,404 156,608 61,325 417,588 407,619: 20,767 30,736
Old : 438,355: 156,576 241,890 104,404 156,608 61,325 417,588 407,619: 20,767 30,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2016 :
: -25,822: 10,671 1,169 -6,106 -25,411 -17,565 -20,846 -22,502: -4,976 -3,320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 55.2 23.8 35.7 14.0 95.3 93.0: 4.7 7.0
Old : 100.0: 35.7 55.2 23.8 35.7 14.0 95.3 93.0: 4.7 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 : 201: 46 101 71 31 34 128 168:
Old : 201: 46 101 71 31 34 128 168:
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 : 52.0 22.6 60.1 36.9 43.7 19.9 51.3 29.9
Old : 52.0 22.6 60.1 36.9 43.7 19.9 51.3 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2016