VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, April 7, 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 : 379,421: 127,705 176,991 91,983 139,422 82,122 359,110 351,096: 20,311 28,325 Old : 379,421: 127,705 176,991 91,983 139,422 82,122 359,110 351,096: 20,311 28,325 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 31, 2015 : : 24,626: 7,209 12,177 5,543 10,233 8,363 22,985 26,083: 1,641 -1,457 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.7 46.6 24.2 36.7 21.6 94.6 92.5: 5.4 7.5 Old : 100.0: 33.7 46.6 24.2 36.7 21.6 94.6 92.5: 5.4 7.5 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 : 187: 45 86 78 37 39 137 160: Old : 187: 45 86 78 37 39 137 160: 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 : 41.8 19.1 50.8 31.4 36.3 17.5 42.0 27.6 Old : 41.8 19.1 50.8 31.4 36.3 17.5 42.0 27.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 10, 2015