VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 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 : 297,025: 110,256 121,156 74,955 91,042 82,075 276,253 278,186: 20,772 18,839
Old : 297,025: 110,256 121,156 74,955 91,042 82,075 276,253 278,186: 20,772 18,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -27,517: -22,113 -20,744 -7,234 3,908 8,322 -25,439 -19,656: -2,078 -7,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 40.8 25.2 30.7 27.6 93.0 93.7: 7.0 6.3
Old : 100.0: 37.1 40.8 25.2 30.7 27.6 93.0 93.7: 7.0 6.3
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 : 175: 64 62 70 35 33 137 136:
Old : 175: 64 62 70 35 33 137 136:
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 : 36.5 37.9 47.1 49.3 25.0 30.2 33.7 37.0
Old : 36.5 37.9 47.1 49.3 25.0 30.2 33.7 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2015