VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 399,783: 122,961 186,406 95,950 152,151 82,384 371,062 364,740: 28,721 35,043
Old : 399,783: 122,961 186,406 95,950 152,151 82,384 371,062 364,740: 28,721 35,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2015 :
: 20,362: -4,744 9,415 3,967 12,729 262 11,952 13,644: 8,410 6,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 46.6 24.0 38.1 20.6 92.8 91.2: 7.2 8.8
Old : 100.0: 30.8 46.6 24.0 38.1 20.6 92.8 91.2: 7.2 8.8
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 : 191: 51 85 77 36 39 137 163:
Old : 191: 51 85 77 36 39 137 163:
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 : 41.5 21.0 51.4 33.3 34.1 18.3 40.2 28.2
Old : 41.5 21.0 51.4 33.3 34.1 18.3 40.2 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 17, 2015