VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 06, 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 : 547,744: 177,715 311,446 133,071 209,482 70,562 520,268 515,079: 27,476 32,665
Old : 547,744: 177,715 311,446 133,071 209,482 70,562 520,268 515,079: 27,476 32,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 30, 2016 :
: 36,503: 2,105 8,115 21,319 11,315 8,681 34,739 38,115: 1,764 -1,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 56.9 24.3 38.2 12.9 95.0 94.0: 5.0 6.0
Old : 100.0: 32.4 56.9 24.3 38.2 12.9 95.0 94.0: 5.0 6.0
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 : 244: 67 115 94 43 35 171 197:
Old : 244: 67 115 94 43 35 171 197:
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 : 45.1 18.8 54.2 31.4 39.1 18.7 44.3 29.4
Old : 45.1 18.8 54.2 31.4 39.1 18.7 44.3 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 9, 2016