VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 316,571: 103,543 125,534 68,731 122,315 93,941 294,589 288,206: 21,982 28,365
Old : 316,571: 103,543 125,534 68,731 122,315 93,941 294,589 288,206: 21,982 28,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2015 :
: -20,385: -14,123 -26,931 1,203 -4,926 7,851 -17,846 -17,877: -2,539 -2,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 39.7 21.7 38.6 29.7 93.1 91.0: 6.9 9.0
Old : 100.0: 32.7 39.7 21.7 38.6 29.7 93.1 91.0: 6.9 9.0
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 : 180: 60 65 71 36 31 138 138:
Old : 180: 60 65 71 36 31 138 138:
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 : 34.8 20.6 45.9 34.0 27.2 17.9 35.4 28.2
Old : 34.8 20.6 45.9 34.0 27.2 17.9 35.4 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 10, 2015