VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 436,303: 130,345 208,709 112,308 169,926 87,540 412,579 408,557: 23,724 27,746
Old : 436,303: 130,345 208,709 112,308 169,926 87,540 412,579 408,557: 23,724 27,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -64,955: -33,954 -59,398 -11,006 -21,027 8,201 -65,987 -62,203: 1,032 -2,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 47.8 25.7 38.9 20.1 94.6 93.6: 5.4 6.4
Old : 100.0: 29.9 47.8 25.7 38.9 20.1 94.6 93.6: 5.4 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 : 189: 49 90 78 30 35 130 162:
Old : 189: 49 90 78 30 35 130 162:
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 : 52.4 20.9 61.9 34.6 41.9 16.8 47.4 25.9
Old : 52.4 20.9 61.9 34.6 41.9 16.8 47.4 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 17, 2016