VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 379,061: 130,942 201,258 79,150 147,016 71,496 357,108 351,904: 21,953 27,157
Old : 379,061: 130,942 201,258 79,150 147,016 71,496 357,108 351,904: 21,953 27,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -6,150: -4,551 -1,228 -6,136 5,183 1,070 -5,504 -6,294: -646 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 53.1 20.9 38.8 18.9 94.2 92.8: 5.8 7.2
Old : 100.0: 34.5 53.1 20.9 38.8 18.9 94.2 92.8: 5.8 7.2
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 : 199: 61 83 76 37 32 146 154:
Old : 199: 61 83 76 37 32 146 154:
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 : 43.3 21.2 51.7 33.7 38.5 20.6 45.4 31.7
Old : 43.3 21.2 51.7 33.7 38.5 20.6 45.4 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2015