VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 368,795: 131,776 172,630 75,018 139,155 90,052 345,949 337,700: 22,846 31,095
Old : 368,795: 131,776 172,630 75,018 139,155 90,052 345,949 337,700: 22,846 31,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2015 :
: 38,828: 33,142 43,001 -5,786 11,877 726 39,233 37,941: -405 887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 46.8 20.3 37.7 24.4 93.8 91.6: 6.2 8.4
Old : 100.0: 35.7 46.8 20.3 37.7 24.4 93.8 91.6: 6.2 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 : 202: 56 90 80 37 33 141 166:
Old : 202: 56 90 80 37 33 141 166:
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 : 30.9 21.2 41.1 33.7 25.2 19.9 33.0 29.5
Old : 30.9 21.2 41.1 33.7 25.2 19.9 33.0 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 24, 2015