VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 313,001: 118,177 93,356 77,416 95,005 120,481 290,598 291,253: 22,403 21,748
Old : 313,001: 118,177 93,356 77,416 95,005 120,481 290,598 291,253: 22,403 21,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2015 :
: -45,429: -5,426 2,907 -24,943 -13,574 -20,329 -43,943 -42,365: -1,486 -3,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 29.8 24.7 30.4 38.5 92.8 93.1: 7.2 6.9
Old : 100.0: 37.8 29.8 24.7 30.4 38.5 92.8 93.1: 7.2 6.9
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 : 156: 64 47 61 34 30 126 116:
Old : 156: 64 47 61 34 30 126 116:
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 : 29.6 41.7 41.4 59.1 16.5 35.4 25.8 42.5
Old : 29.6 41.7 41.4 59.1 16.5 35.4 25.8 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2015