VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 468,183: 169,964 260,313 107,256 168,503 70,920 445,723 438,489: 22,460 29,694
Old : 468,183: 169,964 260,313 107,256 168,503 70,920 445,723 438,489: 22,460 29,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 29,828: 13,388 18,423 2,852 11,895 9,595 28,135 30,870: 1,693 -1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 55.6 22.9 36.0 15.1 95.2 93.7: 4.8 6.3
Old : 100.0: 36.3 55.6 22.9 36.0 15.1 95.2 93.7: 4.8 6.3
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 : 218: 57 102 70 37 35 141 173:
Old : 218: 57 102 70 37 35 141 173:
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 : 50.3 22.2 58.4 34.9 43.2 18.9 49.9 29.0
Old : 50.3 22.2 58.4 34.9 43.2 18.9 49.9 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2016