VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, May 19, 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 : 418,584: 131,773 194,122 103,584 159,101 91,517 394,458 389,223: 24,126 29,361 Old : 418,584: 131,773 194,122 103,584 159,101 91,517 394,458 389,223: 24,126 29,361 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2015 : : 32,378: -3,375 -3,996 26,716 7,471 10,626 30,812 33,346: 1,566 -968 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.5 46.4 24.7 38.0 21.9 94.2 93.0: 5.8 7.0 Old : 100.0: 31.5 46.4 24.7 38.0 21.9 94.2 93.0: 5.8 7.0 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 : 202: 64 84 86 34 34 145 169: Old : 202: 64 84 86 34 34 145 169: 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 : 42.2 22.4 52.7 34.6 36.2 18.7 43.0 28.6 Old : 42.2 22.4 52.7 34.6 36.2 18.7 43.0 28.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 22, 2015