VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, July 07, 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 : 316,571: 103,543 125,534 68,731 122,315 93,941 294,589 288,206: 21,982 28,365 Old : 316,571: 103,543 125,534 68,731 122,315 93,941 294,589 288,206: 21,982 28,365 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 30, 2015 : : -20,385: -14,123 -26,931 1,203 -4,926 7,851 -17,846 -17,877: -2,539 -2,508 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.7 39.7 21.7 38.6 29.7 93.1 91.0: 6.9 9.0 Old : 100.0: 32.7 39.7 21.7 38.6 29.7 93.1 91.0: 6.9 9.0 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 : 180: 60 65 71 36 31 138 138: Old : 180: 60 65 71 36 31 138 138: 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 : 34.8 20.6 45.9 34.0 27.2 17.9 35.4 28.2 Old : 34.8 20.6 45.9 34.0 27.2 17.9 35.4 28.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 10, 2015