VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 337,070: 109,433 137,305 82,919 127,038 88,403 319,390 308,627: 17,680 28,443
Old : 337,070: 109,433 137,305 82,919 127,038 88,403 319,390 308,627: 17,680 28,443
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2015 :
: 29,034: -3,668 17,319 -185 30,729 7,268 26,876 24,402: 2,158 4,632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 40.7 24.6 37.7 26.2 94.8 91.6: 5.2 8.4
Old : 100.0: 32.5 40.7 24.6 37.7 26.2 94.8 91.6: 5.2 8.4
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 : 175: 42 80 75 34 36 126 152:
Old : 175: 42 80 75 34 36 126 152:
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 : 40.9 20.4 51.3 31.7 32.0 14.7 39.3 23.7
Old : 40.9 20.4 51.3 31.7 32.0 14.7 39.3 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 6, 2015