VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 336,956: 117,666 152,465 67,528 127,241 86,090 312,435 306,083: 24,521 30,873
Old : 336,956: 117,666 152,465 67,528 127,241 86,090 312,435 306,083: 24,521 30,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -29,580: -18,492 -35,973 -4,229 -9,281 10,641 -32,002 -29,561: 2,422 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 45.2 20.0 37.8 25.5 92.7 90.8: 7.3 9.2
Old : 100.0: 34.9 45.2 20.0 37.8 25.5 92.7 90.8: 7.3 9.2
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 : 183: 63 65 74 36 31 145 138:
Old : 183: 63 65 74 36 31 145 138:
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 : 37.7 19.3 47.8 33.4 32.7 19.2 40.1 31.2
Old : 37.7 19.3 47.8 33.4 32.7 19.2 40.1 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 6, 2015