VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 332,413: 125,254 109,615 91,385 95,828 105,388 312,467 306,388: 19,946 26,025
Old : 332,413: 125,254 109,615 91,385 95,828 105,388 312,467 306,388: 19,946 26,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2015 :
: 9,204: 7,852 13,270 5,874 -3,373 -13,333 10,353 5,811: -1,149 3,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.7 33.0 27.5 28.8 31.7 94.0 92.2: 6.0 7.8
Old : 100.0: 37.7 33.0 27.5 28.8 31.7 94.0 92.2: 6.0 7.8
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 : 160: 65 51 72 33 33 129 131:
Old : 160: 65 51 72 33 33 129 131:
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 : 31.0 45.7 41.7 58.0 16.0 33.5 23.6 38.7
Old : 31.0 45.7 41.7 58.0 16.0 33.5 23.6 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2015