VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 353,684: 109,181 145,085 89,494 136,435 90,476 335,110 325,055: 18,574 28,629
Old : 353,684: 109,181 145,085 89,494 136,435 90,476 335,110 325,055: 18,574 28,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2015 :
: -1,556: -3,611 -102 430 1,885 -499 -1,296 -171: -260 -1,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 41.0 25.3 38.6 25.6 94.7 91.9: 5.3 8.1
Old : 100.0: 30.9 41.0 25.3 38.6 25.6 94.7 91.9: 5.3 8.1
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 : 183: 41 86 87 36 37 138 163:
Old : 183: 41 86 87 36 37 138 163:
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 : 42.5 17.4 54.2 29.7 34.7 14.5 42.0 24.3
Old : 42.5 17.4 54.2 29.7 34.7 14.5 42.0 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 20, 2015