VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 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 : 491,873: 184,121 273,071 115,196 168,944 72,257 468,261 460,524: 23,612 31,349
Old : 491,873: 184,121 273,071 115,196 168,944 72,257 468,261 460,524: 23,612 31,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2016 :
: -19,313: -6,656 15,595 -10,506 -1,617 -26,961 -18,779 -21,872: -534 2,559
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 55.5 23.4 34.3 14.7 95.2 93.6: 4.8 6.4
Old : 100.0: 37.4 55.5 23.4 34.3 14.7 95.2 93.6: 4.8 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 : 216: 60 99 81 40 36 151 176:
Old : 216: 60 99 81 40 36 151 176:
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 20.7 60.9 34.3 46.0 20.4 51.2 30.4
Old : 52.4 20.7 60.9 34.3 46.0 20.4 51.2 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2016