VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 344,113: 120,376 175,270 64,812 135,780 74,426 320,968 314,508: 23,145 29,605
Old : 344,113: 120,376 175,270 64,812 135,780 74,426 320,968 314,508: 23,145 29,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -6,527: -3,258 -10,820 -3,385 392 7,647 -6,251 -6,558: -276 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 50.9 18.8 39.5 21.6 93.3 91.4: 6.7 8.6
Old : 100.0: 35.0 50.9 18.8 39.5 21.6 93.3 91.4: 6.7 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 : 221: 71 97 80 36 31 150 175:
Old : 221: 71 97 80 36 31 150 175:
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 : 28.5 20.4 40.5 34.7 22.9 19.8 32.2 32.1
Old : 28.5 20.4 40.5 34.7 22.9 19.8 32.2 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 21, 2015