VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 358,430: 123,603 90,449 102,359 108,579 140,810 334,541 333,618: 23,889 24,812
Old : 358,430: 123,603 90,449 102,359 108,579 140,810 334,541 333,618: 23,889 24,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2015 :
: 30,165: -2,129 2,642 19,799 11,666 6,385 29,336 28,826: 829 1,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 25.2 28.6 30.3 39.3 93.3 93.1: 6.7 6.9
Old : 100.0: 34.5 25.2 28.6 30.3 39.3 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 : 180: 80 49 78 40 34 152 136:
Old : 180: 80 49 78 40 34 152 136:
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 : 27.4 40.1 39.1 56.4 15.5 32.6 22.2 39.4
Old : 27.4 40.1 39.1 56.4 15.5 32.6 22.2 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2015