VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, February 24, 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 : 308,036: 113,101 119,986 83,104 96,309 81,135 292,514 284,225: 15,522 23,811
Old : 308,036: 113,101 119,986 83,104 96,309 81,135 292,514 284,225: 15,522 23,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2015 :
: -21,952: 6,878 21,162 -3,033 -5,482 -20,178 -1,637 -2,049: -20,315 -19,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 39.0 27.0 31.3 26.3 95.0 92.3: 5.0 7.7
Old : 100.0: 36.7 39.0 27.0 31.3 26.3 95.0 92.3: 5.0 7.7
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: 40 79 73 34 35 121 150:
Old : 173: 40 79 73 34 35 121 150:
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 : 36.8 26.2 48.1 38.3 26.4 17.5 36.5 25.0
Old : 36.8 26.2 48.1 38.3 26.4 17.5 36.5 25.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 27, 2015