VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 275,773: 86,957 71,943 76,672 93,438 102,310 257,067 250,925: 18,706 24,848
Old : 275,773: 86,957 71,943 76,672 93,438 102,310 257,067 250,925: 18,706 24,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2015 :
: 301: 3,387 -7,256 -1,651 -2,428 7,851 -692 -1,056: 993 1,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 26.1 27.8 33.9 37.1 93.2 91.0: 6.8 9.0
Old : 100.0: 31.5 26.1 27.8 33.9 37.1 93.2 91.0: 6.8 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 : 152: 37 63 70 31 33 114 131:
Old : 152: 37 63 70 31 33 114 131:
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 : 32.4 28.9 45.3 40.9 22.0 18.4 29.4 26.2
Old : 32.4 28.9 45.3 40.9 22.0 18.4 29.4 26.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 6, 2015