VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 365,614: 122,817 197,254 75,126 144,160 64,880 342,103 337,260: 23,511 28,354
Old : 365,614: 122,817 197,254 75,126 144,160 64,880 342,103 337,260: 23,511 28,354
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -13,447: -8,125 -4,004 -4,024 -2,856 -6,616 -15,005 -14,644: 1,558 1,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 54.0 20.5 39.4 17.7 93.6 92.2: 6.4 7.8
Old : 100.0: 33.6 54.0 20.5 39.4 17.7 93.6 92.2: 6.4 7.8
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 : 198: 59 87 75 38 31 148 152:
Old : 198: 59 87 75 38 31 148 152:
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 : 40.4 20.6 49.1 33.4 36.4 20.3 43.9 31.6
Old : 40.4 20.6 49.1 33.4 36.4 20.3 43.9 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 12, 2015