VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 304,870: 115,350 85,121 72,647 94,978 123,467 282,975 281,235: 21,895 23,635
Old : 304,870: 115,350 85,121 72,647 94,978 123,467 282,975 281,235: 21,895 23,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2015 :
: -8,131: -2,827 -8,235 -4,769 -27 2,986 -7,623 -10,018: -508 1,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 27.9 23.8 31.2 40.5 92.8 92.2: 7.2 7.8
Old : 100.0: 37.8 27.9 23.8 31.2 40.5 92.8 92.2: 7.2 7.8
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 : 168: 72 48 70 35 30 139 124:
Old : 168: 72 48 70 35 30 139 124:
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 : 26.8 38.6 37.6 57.4 13.8 33.7 23.2 40.9
Old : 26.8 38.6 37.6 57.4 13.8 33.7 23.2 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 2, 2015