VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 295,272: 115,990 126,170 70,725 88,172 74,822 274,887 271,717: 20,385 23,555
Old : 295,272: 115,990 126,170 70,725 88,172 74,822 274,887 271,717: 20,385 23,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -16,884: -1,034 -12,590 -9,263 -4,232 7,394 -14,529 -14,459: -2,355 -2,425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 42.7 24.0 29.9 25.3 93.1 92.0: 6.9 8.0
Old : 100.0: 39.3 42.7 24.0 29.9 25.3 93.1 92.0: 6.9 8.0
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: 53 63 61 33 31 122 128:
Old : 163: 53 63 61 33 31 122 128:
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 : 40.3 36.4 51.8 48.9 29.6 29.0 37.9 37.3
Old : 40.3 36.4 51.8 48.9 29.6 29.0 37.9 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2015