VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 312,340: 120,937 121,165 88,707 76,858 73,739 286,502 283,611: 25,838 28,729
Old : 312,340: 120,937 121,165 88,707 76,858 73,739 286,502 283,611: 25,838 28,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2015 :
: -21,185: 1,929 9,184 -4,952 -18,080 -26,528 -21,103 -22,296: -82 1,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 38.8 28.4 24.6 23.6 91.7 90.8: 8.3 9.2
Old : 100.0: 38.7 38.8 28.4 24.6 23.6 91.7 90.8: 8.3 9.2
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 : 168: 62 60 62 33 30 124 131:
Old : 168: 62 60 62 33 30 124 131:
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 : 32.5 45.4 42.6 54.9 18.4 32.6 26.2 37.1
Old : 32.5 45.4 42.6 54.9 18.4 32.6 26.2 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2015