VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 265,867: 105,018 113,420 69,556 75,073 60,586 249,647 243,562: 16,220 22,305
Old : 265,867: 105,018 113,420 69,556 75,073 60,586 249,647 243,562: 16,220 22,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2015 :
: 16,074: 23,742 18,344 -5,918 -926 2,196 16,898 14,622: -824 1,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 42.7 26.2 28.2 22.8 93.9 91.6: 6.1 8.4
Old : 100.0: 39.5 42.7 26.2 28.2 22.8 93.9 91.6: 6.1 8.4
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 : 161: 64 55 59 26 27 123 116:
Old : 161: 64 55 59 26 27 123 116:
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 : 38.9 44.9 51.3 55.1 24.7 31.5 35.9 40.8
Old : 38.9 44.9 51.3 55.1 24.7 31.5 35.9 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 1, 2016