VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, March 10, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 355,240: 112,792 145,187 89,064 134,550 90,975 336,406 325,226: 18,834 30,014 Old : 355,240: 112,792 145,187 89,064 134,550 90,975 336,406 325,226: 18,834 30,014 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 3, 2015 : : 18,170: 3,359 7,882 6,145 7,512 2,572 17,016 16,599: 1,154 1,571 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.8 40.9 25.1 37.9 25.6 94.7 91.6: 5.3 8.4 Old : 100.0: 31.8 40.9 25.1 37.9 25.6 94.7 91.6: 5.3 8.4 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 : 186: 44 88 79 35 36 136 157: Old : 186: 44 88 79 35 36 136 157: 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 : 44.4 16.7 54.7 28.0 37.4 13.8 43.9 23.3 Old : 44.4 16.7 54.7 28.0 37.4 13.8 43.9 23.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2015