VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 23, 2014
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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 : 325,276: 86,685 105,548 97,498 116,554 88,306 300,737 291,352: 24,539 33,924
Old : 325,276: 86,685 105,548 97,498 116,554 88,306 300,737 291,352: 24,539 33,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2014 :
: 573: -12,939 -7,213 3,849 4,658 -3,473 -4,432 -6,837: 5,005 7,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 32.4 30.0 35.8 27.1 92.5 89.6: 7.5 10.4
Old : 100.0: 26.6 32.4 30.0 35.8 27.1 92.5 89.6: 7.5 10.4
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 : 158: 43 67 71 31 34 115 140:
Old : 158: 43 67 71 31 34 115 140:
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 : 27.5 32.1 41.8 44.0 18.3 21.2 29.6 28.5
Old : 27.5 32.1 41.8 44.0 18.3 21.2 29.6 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2014