VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 317,371: 113,149 167,079 60,345 122,919 59,319 296,413 286,743: 20,958 30,628
Old : 317,371: 113,149 167,079 60,345 122,919 59,319 296,413 286,743: 20,958 30,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2015 :
: -51,424: -18,627 -5,551 -14,673 -16,236 -30,733 -49,536 -50,957: -1,888 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 52.6 19.0 38.7 18.7 93.4 90.3: 6.6 9.7
Old : 100.0: 35.7 52.6 19.0 38.7 18.7 93.4 90.3: 6.6 9.7
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 : 185: 58 77 72 35 29 132 149:
Old : 185: 58 77 72 35 29 132 149:
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 : 33.9 22.7 43.8 38.8 27.2 21.8 35.7 35.1
Old : 33.9 22.7 43.8 38.8 27.2 21.8 35.7 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 31, 2015