VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 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 : 285,927: 76,693 92,706 77,766 111,681 88,622 266,140 259,094: 19,787 26,833
Old : 285,927: 76,693 92,706 77,766 111,681 88,622 266,140 259,094: 19,787 26,833
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2014 :
: -22,391: -6,165 -9,734 -11,286 -6,664 -137 -24,115 -21,157: 1,724 -1,234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 32.4 27.2 39.1 31.0 93.1 90.6: 6.9 9.4
Old : 100.0: 26.8 32.4 27.2 39.1 31.0 93.1 90.6: 6.9 9.4
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 : 155: 48 56 67 36 35 123 128:
Old : 155: 48 56 67 36 35 123 128:
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 : 30.7 27.7 44.1 41.4 20.8 20.2 31.2 29.2
Old : 30.7 27.7 44.1 41.4 20.8 20.2 31.2 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 9, 2015