VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 507,877: 179,690 301,214 112,658 192,744 62,973 485,092 476,845: 22,785 31,032
Old : 507,877: 179,690 301,214 112,658 192,744 62,973 485,092 476,845: 22,785 31,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2016 :
: -33,759: -5,081 2,355 -16,291 -11,549 -20,706 -32,921 -34,642: -838 883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 59.3 22.2 38.0 12.4 95.5 93.9: 4.5 6.1
Old : 100.0: 35.4 59.3 22.2 38.0 12.4 95.5 93.9: 4.5 6.1
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 : 239: 58 115 92 41 36 166 193:
Old : 239: 58 115 92 41 36 166 193:
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 : 49.2 19.8 59.2 32.4 43.9 19.7 49.8 29.8
Old : 49.2 19.8 59.2 32.4 43.9 19.7 49.8 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2016