VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, April 21, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 368,262: 129,710 189,639 77,632 140,007 73,273 347,349 340,544: 20,913 27,718 Old : 368,262: 129,710 189,639 77,632 140,007 73,273 347,349 340,544: 20,913 27,718 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2015 : : -31,521: 6,749 3,233 -18,318 -12,144 -9,111 -23,713 -24,196: -7,808 -7,325 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.2 51.5 21.1 38.0 19.9 94.3 92.5: 5.7 7.5 Old : 100.0: 35.2 51.5 21.1 38.0 19.9 94.3 92.5: 5.7 7.5 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 : 182: 48 83 72 36 31 129 151: Old : 182: 48 83 72 36 31 129 151: 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 : 45.2 20.9 55.6 35.0 40.2 19.7 47.7 32.0 Old : 45.2 20.9 55.6 35.0 40.2 19.7 47.7 32.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 24, 2015