VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 318,599: 117,796 100,965 64,146 104,092 120,931 286,034 286,042: 32,565 32,557
Old : 318,599: 117,796 100,965 64,146 104,092 120,931 286,034 286,042: 32,565 32,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -25,514: -2,580 -74,305 -666 -31,688 46,505 -34,934 -28,466: 9,420 2,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 31.7 20.1 32.7 38.0 89.8 89.8: 10.2 10.2
Old : 100.0: 37.0 31.7 20.1 32.7 38.0 89.8 89.8: 10.2 10.2
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 : 180: 66 65 68 40 30 140 134:
Old : 180: 66 65 68 40 30 140 134:
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 : 28.6 30.5 42.2 46.2 21.5 29.1 32.3 40.1
Old : 28.6 30.5 42.2 46.2 21.5 29.1 32.3 40.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2015