VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 324,703: 99,624 112,761 93,649 111,896 91,779 305,169 298,189: 19,534 26,514
Old : 324,703: 99,624 112,761 93,649 111,896 91,779 305,169 298,189: 19,534 26,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2014 :
: -36,712: -20,584 -34,006 -4,794 -8,307 6,405 -33,685 -32,395: -3,027 -4,317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 34.7 28.8 34.5 28.3 94.0 91.8: 6.0 8.2
Old : 100.0: 30.7 34.7 28.8 34.5 28.3 94.0 91.8: 6.0 8.2
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: 50 68 77 37 35 133 146:
Old : 173: 50 68 77 37 35 133 146:
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 : 29.2 19.8 41.6 33.2 20.1 15.5 29.2 24.2
Old : 29.2 19.8 41.6 33.2 20.1 15.5 29.2 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 19, 2014