VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 30, 2014
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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 : 308,318: 82,858 102,440 89,052 118,345 88,759 290,255 280,251: 18,063 28,067
Old : 308,318: 82,858 102,440 89,052 118,345 88,759 290,255 280,251: 18,063 28,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 23, 2014 :
: -16,958: -3,827 -3,108 -8,446 1,791 453 -10,482 -11,101: -6,476 -5,857
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 33.2 28.9 38.4 28.8 94.1 90.9: 5.9 9.1
Old : 100.0: 26.9 33.2 28.9 38.4 28.8 94.1 90.9: 5.9 9.1
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 : 150: 41 61 64 32 33 111 129:
Old : 150: 41 61 64 32 33 111 129:
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 : 31.2 34.0 45.6 45.3 19.7 23.2 31.7 31.3
Old : 31.2 34.0 45.6 45.3 19.7 23.2 31.7 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 2, 2015