VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 281,186: 97,031 104,463 77,181 88,156 80,177 262,368 261,821: 18,818 19,365
Old : 281,186: 97,031 104,463 77,181 88,156 80,177 262,368 261,821: 18,818 19,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -14,086: -18,959 -21,707 6,456 -16 5,355 -12,519 -9,896: -1,567 -4,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 37.2 27.4 31.4 28.5 93.3 93.1: 6.7 6.9
Old : 100.0: 34.5 37.2 27.4 31.4 28.5 93.3 93.1: 6.7 6.9
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 : 169: 67 56 71 33 32 139 130:
Old : 169: 67 56 71 33 32 139 130:
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 : 36.1 39.2 47.9 51.0 22.2 28.6 30.9 36.4
Old : 36.1 39.2 47.9 51.0 22.2 28.6 30.9 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2015