VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 01, 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 : 312,156: 117,024 138,760 79,988 92,404 67,428 289,416 286,176: 22,740 25,980
Old : 312,156: 117,024 138,760 79,988 92,404 67,428 289,416 286,176: 22,740 25,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2015 :
: 26,024: 7,628 22,397 3,847 11,234 -1,530 22,709 24,714: 3,315 1,310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 44.5 25.6 29.6 21.6 92.7 91.7: 7.3 8.3
Old : 100.0: 37.5 44.5 25.6 29.6 21.6 92.7 91.7: 7.3 8.3
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 : 176: 60 70 55 30 31 118 137:
Old : 176: 60 70 55 30 31 118 137:
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 : 35.5 40.8 46.6 53.4 22.7 32.6 32.0 38.5
Old : 35.5 40.8 46.6 53.4 22.7 32.6 32.0 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 4, 2015