VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 373,156: 110,421 160,538 98,666 137,073 81,404 346,160 340,608: 26,996 32,548
Old : 373,156: 110,421 160,538 98,666 137,073 81,404 346,160 340,608: 26,996 32,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -9,372: -25,568 -21,118 8,221 -1,553 -1,983 -18,900 -14,880: 9,528 5,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 43.0 26.4 36.7 21.8 92.8 91.3: 7.2 8.7
Old : 100.0: 29.6 43.0 26.4 36.7 21.8 92.8 91.3: 7.2 8.7
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 : 164: 56 59 70 32 32 128 131:
Old : 164: 56 59 70 32 32 128 131:
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 : 48.4 28.6 57.7 42.1 35.9 21.2 42.0 31.7
Old : 48.4 28.6 57.7 42.1 35.9 21.2 42.0 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2016