VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 466,233: 176,625 233,613 105,800 159,455 96,164 441,880 435,577: 24,353 30,656
Old : 466,233: 176,625 233,613 105,800 159,455 96,164 441,880 435,577: 24,353 30,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: 53,720: 30,678 40,733 857 20,446 9,663 51,981 51,253: 1,739 2,467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 50.1 22.7 34.2 20.6 94.8 93.4: 5.2 6.6
Old : 100.0: 37.9 50.1 22.7 34.2 20.6 94.8 93.4: 5.2 6.6
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 : 206: 69 82 76 39 36 154 158:
Old : 206: 69 82 76 39 36 154 158:
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 : 47.4 22.9 55.1 35.9 39.1 20.7 45.2 31.0
Old : 47.4 22.9 55.1 35.9 39.1 20.7 45.2 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2016