VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 473,209: 139,230 228,370 122,365 186,377 90,344 447,972 441,079: 25,237 32,130
Old : 473,209: 139,230 228,370 122,365 186,377 90,344 447,972 441,079: 25,237 32,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 2,104: 18,469 20,008 -15,865 1,103 892 3,707 5,035: -1,603 -2,931
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 48.3 25.9 39.4 19.1 94.7 93.2: 5.3 6.8
Old : 100.0: 29.4 48.3 25.9 39.4 19.1 94.7 93.2: 5.3 6.8
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 : 206: 57 100 76 35 33 140 168:
Old : 206: 57 100 76 35 33 140 168:
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 : 48.7 22.0 58.7 35.5 36.6 17.8 42.7 26.7
Old : 48.7 22.0 58.7 35.5 36.6 17.8 42.7 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2016