VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 24, 2015
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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 : 286,132: 109,396 116,363 76,141 81,170 68,958 266,707 261,462: 19,425 24,670
Old : 286,132: 109,396 116,363 76,141 81,170 68,958 266,707 261,462: 19,425 24,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -10,893: -860 -4,793 1,186 -9,872 -13,117 -9,546 -16,724: -1,347 5,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 40.7 26.6 28.4 24.1 93.2 91.4: 6.8 8.6
Old : 100.0: 38.2 40.7 26.6 28.4 24.1 93.2 91.4: 6.8 8.6
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 : 163: 49 71 52 30 30 112 126:
Old : 163: 49 71 52 30 30 112 126:
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 : 35.8 40.5 46.9 52.3 23.6 31.7 32.1 38.2
Old : 35.8 40.5 46.9 52.3 23.6 31.7 32.1 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2015