VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 324,542: 132,369 141,900 82,189 87,134 73,753 301,692 297,842: 22,850 26,700
Old : 324,542: 132,369 141,900 82,189 87,134 73,753 301,692 297,842: 22,850 26,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 3,411: 4,921 10,725 -5,804 4,816 -900 3,933 4,021: -522 -610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 43.7 25.3 26.8 22.7 93.0 91.8: 7.0 8.2
Old : 100.0: 40.8 43.7 25.3 26.8 22.7 93.0 91.8: 7.0 8.2
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 : 177: 54 75 62 35 31 124 140:
Old : 177: 54 75 62 35 31 124 140:
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 : 31.7 42.7 43.4 53.6 20.1 33.8 30.5 39.2
Old : 31.7 42.7 43.4 53.6 20.1 33.8 30.5 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2015