VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 366,536: 136,158 188,438 71,757 136,522 75,449 344,437 335,644: 22,099 30,892
Old : 366,536: 136,158 188,438 71,757 136,522 75,449 344,437 335,644: 22,099 30,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: -6,845: 11,570 -5,832 -3,946 -10,593 -371 -2,969 -10,149: -3,876 3,304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 51.4 19.6 37.2 20.6 94.0 91.6: 6.0 8.4
Old : 100.0: 37.1 51.4 19.6 37.2 20.6 94.0 91.6: 6.0 8.4
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 : 208: 61 92 72 39 32 146 161:
Old : 208: 61 92 72 39 32 146 161:
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 : 39.9 18.4 49.1 32.0 34.5 18.4 42.5 29.8
Old : 39.9 18.4 49.1 32.0 34.5 18.4 42.5 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2015