VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 349,371: 121,021 167,071 84,332 123,665 69,226 329,018 320,629: 20,353 28,742
Old : 349,371: 121,021 167,071 84,332 123,665 69,226 329,018 320,629: 20,353 28,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2015 :
: -4,313: 11,840 21,986 -5,162 -12,770 -21,250 -6,092 -4,426: 1,779 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 47.8 24.1 35.4 19.8 94.2 91.8: 5.8 8.2
Old : 100.0: 34.6 47.8 24.1 35.4 19.8 94.2 91.8: 5.8 8.2
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 : 180: 42 84 78 30 36 124 159:
Old : 180: 42 84 78 30 36 124 159:
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 : 46.9 19.9 55.4 32.9 41.5 18.2 46.4 29.3
Old : 46.9 19.9 55.4 32.9 41.5 18.2 46.4 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 27, 2015