VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 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 : 511,186: 190,777 257,476 125,702 170,561 99,218 487,040 482,396: 24,146 28,790
Old : 511,186: 190,777 257,476 125,702 170,561 99,218 487,040 482,396: 24,146 28,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2016 :
: 44,953: 14,152 23,863 19,902 11,106 3,054 45,160 46,819: -207 -1,866
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 50.4 24.6 33.4 19.4 95.3 94.4: 4.7 5.6
Old : 100.0: 37.3 50.4 24.6 33.4 19.4 95.3 94.4: 4.7 5.6
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 : 221: 64 94 88 41 38 161 180:
Old : 221: 64 94 88 41 38 161 180:
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 : 46.8 22.0 55.4 33.6 38.7 21.0 45.9 28.6
Old : 46.8 22.0 55.4 33.6 38.7 21.0 45.9 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2016