VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 333,525: 119,008 111,981 93,659 94,938 100,267 307,605 305,907: 25,920 27,618
Old : 333,525: 119,008 111,981 93,659 94,938 100,267 307,605 305,907: 25,920 27,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 1,112: -6,246 2,366 2,274 -890 -5,121 -4,862 -481: 5,974 1,593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 33.6 28.1 28.5 30.1 92.2 91.7: 7.8 8.3
Old : 100.0: 35.7 33.6 28.1 28.5 30.1 92.2 91.7: 7.8 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 : 173: 61 61 74 39 37 137 143:
Old : 173: 61 61 74 39 37 137 143:
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 : 30.5 43.6 42.5 53.6 18.1 30.7 25.9 35.0
Old : 30.5 43.6 42.5 53.6 18.1 30.7 25.9 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 23, 2015