VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 379,421: 127,705 176,991 91,983 139,422 82,122 359,110 351,096: 20,311 28,325
Old : 379,421: 127,705 176,991 91,983 139,422 82,122 359,110 351,096: 20,311 28,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: 24,626: 7,209 12,177 5,543 10,233 8,363 22,985 26,083: 1,641 -1,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 46.6 24.2 36.7 21.6 94.6 92.5: 5.4 7.5
Old : 100.0: 33.7 46.6 24.2 36.7 21.6 94.6 92.5: 5.4 7.5
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 : 187: 45 86 78 37 39 137 160:
Old : 187: 45 86 78 37 39 137 160:
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 : 41.8 19.1 50.8 31.4 36.3 17.5 42.0 27.6
Old : 41.8 19.1 50.8 31.4 36.3 17.5 42.0 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 10, 2015