VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 389,284: 141,409 210,109 75,051 150,354 75,527 366,814 360,687: 22,470 28,597
Old : 389,284: 141,409 210,109 75,051 150,354 75,527 366,814 360,687: 22,470 28,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2015 :
: 21,022: 11,699 20,470 -2,581 10,347 2,254 19,465 20,143: 1,557 879
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 54.0 19.3 38.6 19.4 94.2 92.7: 5.8 7.3
Old : 100.0: 36.3 54.0 19.3 38.6 19.4 94.2 92.7: 5.8 7.3
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 : 188: 55 82 74 36 37 134 158:
Old : 188: 55 82 74 36 37 134 158:
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 : 44.8 21.9 54.6 36.5 39.5 21.5 47.6 34.2
Old : 44.8 21.9 54.6 36.5 39.5 21.5 47.6 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 1, 2015