VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 471,105: 120,761 208,362 138,230 185,274 89,452 444,265 436,044: 26,840 35,061
Old : 471,105: 120,761 208,362 138,230 185,274 89,452 444,265 436,044: 26,840 35,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -7,012: 2,405 -22,869 10,947 -19,039 3,279 -5,687 -8,643: -1,325 1,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 44.2 29.3 39.3 19.0 94.3 92.6: 5.7 7.4
Old : 100.0: 25.6 44.2 29.3 39.3 19.0 94.3 92.6: 5.7 7.4
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 : 203: 59 96 86 33 34 154 161:
Old : 203: 59 96 86 33 34 154 161:
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 : 42.1 22.2 53.0 35.0 28.8 16.7 35.1 23.5
Old : 42.1 22.2 53.0 35.0 28.8 16.7 35.1 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2016