VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 350,640: 123,634 186,090 68,197 135,388 66,779 327,219 321,066: 23,421 29,574
Old : 350,640: 123,634 186,090 68,197 135,388 66,779 327,219 321,066: 23,421 29,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 18,132: 11,057 9,068 4,368 380 5,601 15,805 19,037: 2,327 -905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 53.1 19.4 38.6 19.0 93.3 91.6: 6.7 8.4
Old : 100.0: 35.3 53.1 19.4 38.6 19.0 93.3 91.6: 6.7 8.4
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 : 207: 63 89 71 38 31 143 158:
Old : 207: 63 89 71 38 31 143 158:
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 : 31.2 22.5 41.9 37.0 26.0 22.5 34.4 34.5
Old : 31.2 22.5 41.9 37.0 26.0 22.5 34.4 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2015