VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 20, 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 : 306,961: 86,701 79,670 84,330 114,257 115,551 285,288 279,551: 21,673 27,410
Old : 306,961: 86,701 79,670 84,330 114,257 115,551 285,288 279,551: 21,673 27,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2015 :
: 11,488: 4,434 -16,788 6,404 -1,883 19,954 8,955 9,570: 2,533 1,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 26.0 27.5 37.2 37.6 92.9 91.1: 7.1 8.9
Old : 100.0: 28.2 26.0 27.5 37.2 37.6 92.9 91.1: 7.1 8.9
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 : 158: 42 61 70 38 40 125 136:
Old : 158: 42 61 70 38 40 125 136:
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 : 28.4 24.7 42.0 37.7 16.4 15.6 25.3 23.7
Old : 28.4 24.7 42.0 37.7 16.4 15.6 25.3 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 23, 2015