VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 328,265: 125,732 87,807 82,560 96,913 134,425 305,205 304,792: 23,060 23,473
Old : 328,265: 125,732 87,807 82,560 96,913 134,425 305,205 304,792: 23,060 23,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,854: -2,892 -8,578 14,949 -6,204 693 5,853 7,064: -7,707 -8,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 26.7 25.2 29.5 41.0 93.0 92.8: 7.0 7.2
Old : 100.0: 38.3 26.7 25.2 29.5 41.0 93.0 92.8: 7.0 7.2
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 : 184: 69 60 77 40 35 148 142:
Old : 184: 69 60 77 40 35 148 142:
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 : 27.7 36.1 40.0 52.3 19.0 31.5 26.9 39.2
Old : 27.7 36.1 40.0 52.3 19.0 31.5 26.9 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 11, 2015