VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($1000 X INDEX) :
: : :
All : 295,473: 82,267 96,458 77,926 116,140 95,597 276,333 269,981: 19,140 25,492
Old : 295,473: 82,267 96,458 77,926 116,140 95,597 276,333 269,981: 19,140 25,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 9,546: 5,574 3,752 160 4,459 6,975 10,193 10,887: -647 -1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 32.6 26.4 39.3 32.4 93.5 91.4: 6.5 8.6
Old : 100.0: 27.8 32.6 26.4 39.3 32.4 93.5 91.4: 6.5 8.6
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 : 165: 53 58 72 37 36 131 135:
Old : 165: 53 58 72 37 36 131 135:
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 : 31.4 26.3 46.0 39.8 21.2 19.1 33.8 28.6
Old : 31.4 26.3 46.0 39.8 21.2 19.1 33.8 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 16, 2015