VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, April 14, 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 : 399,783: 122,961 186,406 95,950 152,151 82,384 371,062 364,740: 28,721 35,043 Old : 399,783: 122,961 186,406 95,950 152,151 82,384 371,062 364,740: 28,721 35,043 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2015 : : 20,362: -4,744 9,415 3,967 12,729 262 11,952 13,644: 8,410 6,718 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.8 46.6 24.0 38.1 20.6 92.8 91.2: 7.2 8.8 Old : 100.0: 30.8 46.6 24.0 38.1 20.6 92.8 91.2: 7.2 8.8 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 : 191: 51 85 77 36 39 137 163: Old : 191: 51 85 77 36 39 137 163: 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 : 41.5 21.0 51.4 33.3 34.1 18.3 40.2 28.2 Old : 41.5 21.0 51.4 33.3 34.1 18.3 40.2 28.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 17, 2015