VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 01, 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 : 330,119: 128,624 96,385 67,611 103,117 133,732 299,352 297,728: 30,767 32,391
Old : 330,119: 128,624 96,385 67,611 103,117 133,732 299,352 297,728: 30,767 32,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2015 :
: 11,520: 10,828 -4,580 3,465 -975 12,801 13,318 11,686: -1,798 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 29.2 20.5 31.2 40.5 90.7 90.2: 9.3 9.8
Old : 100.0: 39.0 29.2 20.5 31.2 40.5 90.7 90.2: 9.3 9.8
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 : 179: 62 67 72 37 33 138 139:
Old : 179: 62 67 72 37 33 138 139:
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 : 26.3 29.3 39.3 44.3 19.6 25.9 27.8 35.9
Old : 26.3 29.3 39.3 44.3 19.6 25.9 27.8 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2015