VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 385,211: 135,493 202,486 85,286 141,833 70,426 362,612 358,198: 22,599 27,013
Old : 385,211: 135,493 202,486 85,286 141,833 70,426 362,612 358,198: 22,599 27,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2015 :
: -33,373: 3,720 8,364 -18,298 -17,268 -21,091 -31,846 -31,025: -1,527 -2,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 52.6 22.1 36.8 18.3 94.1 93.0: 5.9 7.0
Old : 100.0: 35.2 52.6 22.1 36.8 18.3 94.1 93.0: 5.9 7.0
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 : 205: 73 80 76 35 32 148 157:
Old : 205: 73 80 76 35 32 148 157:
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 : 44.4 23.1 53.8 36.3 38.6 21.8 45.7 32.4
Old : 44.4 23.1 53.8 36.3 38.6 21.8 45.7 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 29, 2015