VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 368,262: 129,710 189,639 77,632 140,007 73,273 347,349 340,544: 20,913 27,718
Old : 368,262: 129,710 189,639 77,632 140,007 73,273 347,349 340,544: 20,913 27,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2015 :
: -31,521: 6,749 3,233 -18,318 -12,144 -9,111 -23,713 -24,196: -7,808 -7,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 51.5 21.1 38.0 19.9 94.3 92.5: 5.7 7.5
Old : 100.0: 35.2 51.5 21.1 38.0 19.9 94.3 92.5: 5.7 7.5
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 : 182: 48 83 72 36 31 129 151:
Old : 182: 48 83 72 36 31 129 151:
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 : 45.2 20.9 55.6 35.0 40.2 19.7 47.7 32.0
Old : 45.2 20.9 55.6 35.0 40.2 19.7 47.7 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 24, 2015