VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 17, 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 : 329,988: 106,223 98,824 86,137 101,791 101,313 294,151 286,274: 35,837 43,714
Old : 329,988: 106,223 98,824 86,137 101,791 101,313 294,151 286,274: 35,837 43,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2015 :
: 33,725: 5,401 8,530 6,144 4,375 -443 15,920 14,231: 17,805 19,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 29.9 26.1 30.8 30.7 89.1 86.8: 10.9 13.2
Old : 100.0: 32.2 29.9 26.1 30.8 30.7 89.1 86.8: 10.9 13.2
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 : 164: 39 72 76 33 38 118 149:
Old : 164: 39 72 76 33 38 118 149:
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 : 34.6 25.0 46.6 37.2 26.3 16.6 31.7 23.2
Old : 34.6 25.0 46.6 37.2 26.3 16.6 31.7 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 20, 2015