VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 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 : 511,241: 175,610 303,331 111,752 198,167 61,881 485,529 476,964: 25,712 34,277
Old : 511,241: 175,610 303,331 111,752 198,167 61,881 485,529 476,964: 25,712 34,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2016 :
: 3,364: -4,080 2,117 -906 5,423 -1,092 437 119: 2,927 3,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 59.3 21.9 38.8 12.1 95.0 93.3: 5.0 6.7
Old : 100.0: 34.3 59.3 21.9 38.8 12.1 95.0 93.3: 5.0 6.7
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 : 232: 54 114 86 42 36 161 187:
Old : 232: 54 114 86 42 36 161 187:
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 : 48.1 19.9 57.5 31.8 42.5 19.8 48.6 30.6
Old : 48.1 19.9 57.5 31.8 42.5 19.8 48.6 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 2, 2016