VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 04, 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 : 332,508: 112,577 177,022 63,829 135,008 61,178 311,414 302,029: 21,094 30,479
Old : 332,508: 112,577 177,022 63,829 135,008 61,178 311,414 302,029: 21,094 30,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2015 :
: 15,137: -572 9,943 3,484 12,089 1,859 15,001 15,286: 136 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 53.2 19.2 40.6 18.4 93.7 90.8: 6.3 9.2
Old : 100.0: 33.9 53.2 19.2 40.6 18.4 93.7 90.8: 6.3 9.2
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 : 192: 55 90 70 36 28 132 153:
Old : 192: 55 90 70 36 28 132 153:
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 : 32.6 20.8 42.9 36.0 26.7 20.6 35.5 33.8
Old : 32.6 20.8 42.9 36.0 26.7 20.6 35.5 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 7, 2015