VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 249,793: 81,276 95,076 75,474 75,999 58,390 232,749 228,940: 17,044 20,853
Old : 249,793: 81,276 95,076 75,474 75,999 58,390 232,749 228,940: 17,044 20,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2015 :
: -31,393: -15,755 -9,387 -1,707 -12,157 -21,787 -29,619 -32,881: -1,774 1,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 38.1 30.2 30.4 23.4 93.2 91.7: 6.8 8.3
Old : 100.0: 32.5 38.1 30.2 30.4 23.4 93.2 91.7: 6.8 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 : 145: 55 49 53 24 24 109 105:
Old : 145: 55 49 53 24 24 109 105:
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 : 34.8 48.9 47.5 59.1 18.3 32.5 29.7 40.7
Old : 34.8 48.9 47.5 59.1 18.3 32.5 29.7 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 25, 2015