VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, May 5, 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 : 395,445: 137,571 213,329 78,373 156,650 73,683 372,594 365,385: 22,851 30,060 Old : 395,445: 137,571 213,329 78,373 156,650 73,683 372,594 365,385: 22,851 30,060 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 28, 2015 : : 6,161: -3,838 3,220 3,322 6,296 -1,844 5,780 4,698: 381 1,463 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.8 53.9 19.8 39.6 18.6 94.2 92.4: 5.8 7.6 Old : 100.0: 34.8 53.9 19.8 39.6 18.6 94.2 92.4: 5.8 7.6 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 : 198: 55 93 76 37 29 142 157: Old : 198: 55 93 76 37 29 142 157: 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 : 46.0 21.8 55.8 35.4 40.6 21.8 48.1 32.8 Old : 46.0 21.8 55.8 35.4 40.6 21.8 48.1 32.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 8, 2015