VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, April 28, 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 : 389,284: 141,409 210,109 75,051 150,354 75,527 366,814 360,687: 22,470 28,597 Old : 389,284: 141,409 210,109 75,051 150,354 75,527 366,814 360,687: 22,470 28,597 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 21, 2015 : : 21,022: 11,699 20,470 -2,581 10,347 2,254 19,465 20,143: 1,557 879 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.3 54.0 19.3 38.6 19.4 94.2 92.7: 5.8 7.3 Old : 100.0: 36.3 54.0 19.3 38.6 19.4 94.2 92.7: 5.8 7.3 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 : 188: 55 82 74 36 37 134 158: Old : 188: 55 82 74 36 37 134 158: 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 : 44.8 21.9 54.6 36.5 39.5 21.5 47.6 34.2 Old : 44.8 21.9 54.6 36.5 39.5 21.5 47.6 34.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 1, 2015