VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 355,240: 112,792 145,187 89,064 134,550 90,975 336,406 325,226: 18,834 30,014
Old : 355,240: 112,792 145,187 89,064 134,550 90,975 336,406 325,226: 18,834 30,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 18,170: 3,359 7,882 6,145 7,512 2,572 17,016 16,599: 1,154 1,571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 40.9 25.1 37.9 25.6 94.7 91.6: 5.3 8.4
Old : 100.0: 31.8 40.9 25.1 37.9 25.6 94.7 91.6: 5.3 8.4
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 : 186: 44 88 79 35 36 136 157:
Old : 186: 44 88 79 35 36 136 157:
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 : 44.4 16.7 54.7 28.0 37.4 13.8 43.9 23.3
Old : 44.4 16.7 54.7 28.0 37.4 13.8 43.9 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2015