VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 395,445: 137,571 213,329 78,373 156,650 73,683 372,594 365,385: 22,851 30,060
Old : 395,445: 137,571 213,329 78,373 156,650 73,683 372,594 365,385: 22,851 30,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 6,161: -3,838 3,220 3,322 6,296 -1,844 5,780 4,698: 381 1,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 53.9 19.8 39.6 18.6 94.2 92.4: 5.8 7.6
Old : 100.0: 34.8 53.9 19.8 39.6 18.6 94.2 92.4: 5.8 7.6
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 : 198: 55 93 76 37 29 142 157:
Old : 198: 55 93 76 37 29 142 157:
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 : 46.0 21.8 55.8 35.4 40.6 21.8 48.1 32.8
Old : 46.0 21.8 55.8 35.4 40.6 21.8 48.1 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 8, 2015