VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 541,636: 184,771 298,859 128,949 204,293 83,679 518,013 511,487: 23,623 30,149
Old : 541,636: 184,771 298,859 128,949 204,293 83,679 518,013 511,487: 23,623 30,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2016 :
: -986: 1,927 -2,802 -8,803 9,515 11,819 2,639 214: -3,625 -1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 55.2 23.8 37.7 15.4 95.6 94.4: 4.4 5.6
Old : 100.0: 34.1 55.2 23.8 37.7 15.4 95.6 94.4: 4.4 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 : 238: 63 113 96 43 35 174 189:
Old : 238: 63 113 96 43 35 174 189:
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 : 45.0 19.7 54.3 34.2 37.1 18.8 43.0 29.8
Old : 45.0 19.7 54.3 34.2 37.1 18.8 43.0 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2016