VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 275,472: 83,570 79,199 78,323 95,866 94,459 257,759 251,981: 17,713 23,491
Old : 275,472: 83,570 79,199 78,323 95,866 94,459 257,759 251,981: 17,713 23,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2015 :
: -31,489: -3,131 -471 -6,007 -18,391 -21,092 -27,529 -27,570: -3,960 -3,919
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 28.8 28.4 34.8 34.3 93.6 91.5: 6.4 8.5
Old : 100.0: 30.3 28.8 28.4 34.8 34.3 93.6 91.5: 6.4 8.5
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 : 148: 41 58 64 32 34 112 126:
Old : 148: 41 58 64 32 34 112 126:
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 : 35.2 33.3 48.0 44.5 22.5 20.2 32.1 27.0
Old : 35.2 33.3 48.0 44.5 22.5 20.2 32.1 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 30, 2015