VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 18, 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 : 473,819: 148,032 222,672 142,310 163,850 83,359 454,192 448,341: 19,627 25,478
Old : 473,819: 148,032 222,672 142,310 163,850 83,359 454,192 448,341: 19,627 25,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -18,213: -10,288 -23,656 22,416 -22,310 -8,742 -10,182 -9,982: -8,031 -8,231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 47.0 30.0 34.6 17.6 95.9 94.6: 4.1 5.4
Old : 100.0: 31.2 47.0 30.0 34.6 17.6 95.9 94.6: 4.1 5.4
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 : 221: 63 102 82 36 38 152 180:
Old : 221: 63 102 82 36 38 152 180:
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 : 43.5 23.6 54.6 37.0 31.2 18.0 37.3 26.9
Old : 43.5 23.6 54.6 37.0 31.2 18.0 37.3 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2016