VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 05, 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 : 412,513: 145,947 192,880 104,943 139,009 86,501 389,899 384,324: 22,614 28,189
Old : 412,513: 145,947 192,880 104,943 139,009 86,501 389,899 384,324: 22,614 28,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2016 :
: 39,357: 35,526 32,342 6,277 1,936 5,097 43,739 43,716: -4,382 -4,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 46.8 25.4 33.7 21.0 94.5 93.2: 5.5 6.8
Old : 100.0: 35.4 46.8 25.4 33.7 21.0 94.5 93.2: 5.5 6.8
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 : 184: 58 75 70 36 31 140 138:
Old : 184: 58 75 70 36 31 140 138:
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 : 51.4 22.8 59.6 37.3 40.9 19.0 45.7 29.7
Old : 51.4 22.8 59.6 37.3 40.9 19.0 45.7 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2016