VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 354,795: 120,496 164,814 86,440 129,189 73,759 336,125 325,013: 18,670 29,782
Old : 354,795: 120,496 164,814 86,440 129,189 73,759 336,125 325,013: 18,670 29,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2015 :
: 5,424: -525 -2,257 2,108 5,524 4,533 7,107 4,384: -1,683 1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 46.5 24.4 36.4 20.8 94.7 91.6: 5.3 8.4
Old : 100.0: 34.0 46.5 24.4 36.4 20.8 94.7 91.6: 5.3 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 : 177: 42 81 75 34 40 129 155:
Old : 177: 42 81 75 34 40 129 155:
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 : 45.7 19.2 54.8 31.8 40.0 17.9 45.6 28.4
Old : 45.7 19.2 54.8 31.8 40.0 17.9 45.6 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 3, 2015