VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 296,263: 100,822 90,294 79,993 97,416 101,756 278,231 272,043: 18,032 24,220
Old : 296,263: 100,822 90,294 79,993 97,416 101,756 278,231 272,043: 18,032 24,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 20,490: 13,865 18,351 3,321 3,978 -554 21,164 21,118: -674 -628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 30.5 27.0 32.9 34.3 93.9 91.8: 6.1 8.2
Old : 100.0: 34.0 30.5 27.0 32.9 34.3 93.9 91.8: 6.1 8.2
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 : 155: 36 64 66 30 38 109 137:
Old : 155: 36 64 66 30 38 109 137:
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 : 35.1 27.1 47.8 38.9 26.1 17.1 33.1 24.6
Old : 35.1 27.1 47.8 38.9 26.1 17.1 33.1 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 13, 2015