VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 329,967: 98,634 129,629 80,804 127,278 89,326 306,716 299,759: 23,251 30,208
Old : 329,967: 98,634 129,629 80,804 127,278 89,326 306,716 299,759: 23,251 30,208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 13,396: -4,909 4,095 12,073 4,963 -4,615 12,127 11,553: 1,269 1,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 39.3 24.5 38.6 27.1 93.0 90.8: 7.0 9.2
Old : 100.0: 29.9 39.3 24.5 38.6 27.1 93.0 90.8: 7.0 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 : 189: 51 86 77 31 32 129 159:
Old : 189: 51 86 77 31 32 129 159:
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 : 36.1 21.0 46.8 32.9 28.8 17.5 36.7 27.6
Old : 36.1 21.0 46.8 32.9 28.8 17.5 36.7 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 17, 2015