VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 436,770: 167,134 248,626 102,406 146,983 60,479 416,523 411,511: 20,247 25,259
Old : 436,770: 167,134 248,626 102,406 146,983 60,479 416,523 411,511: 20,247 25,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -37,049: 19,102 25,954 -39,904 -16,867 -22,880 -37,669 -36,830: 620 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 56.9 23.4 33.7 13.8 95.4 94.2: 4.6 5.8
Old : 100.0: 38.3 56.9 23.4 33.7 13.8 95.4 94.2: 4.6 5.8
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 : 225: 61 110 78 35 34 148 181:
Old : 225: 61 110 78 35 34 148 181:
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 : 51.8 22.4 61.7 35.9 42.7 20.9 48.8 30.1
Old : 51.8 22.4 61.7 35.9 42.7 20.9 48.8 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2016