VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 323,209: 117,402 96,345 85,511 99,201 118,721 302,114 300,577: 21,095 22,632
Old : 323,209: 117,402 96,345 85,511 99,201 118,721 302,114 300,577: 21,095 22,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 18,339: 2,052 11,224 12,864 4,223 -4,746 19,139 19,342: -800 -1,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 29.8 26.5 30.7 36.7 93.5 93.0: 6.5 7.0
Old : 100.0: 36.3 29.8 26.5 30.7 36.7 93.5 93.0: 6.5 7.0
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 : 163: 64 52 74 34 31 137 128:
Old : 163: 64 52 74 34 31 137 128:
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 : 28.0 44.4 39.7 61.3 12.8 36.2 23.3 42.3
Old : 28.0 44.4 39.7 61.3 12.8 36.2 23.3 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 9, 2015