VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 386,206: 135,148 198,118 76,868 151,630 80,891 363,646 355,877: 22,560 30,329
Old : 386,206: 135,148 198,118 76,868 151,630 80,891 363,646 355,877: 22,560 30,329
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2015 :
: -9,239: -2,423 -15,211 -1,505 -5,020 7,208 -8,948 -9,508: -291 269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 51.3 19.9 39.3 20.9 94.2 92.1: 5.8 7.9
Old : 100.0: 35.0 51.3 19.9 39.3 20.9 94.2 92.1: 5.8 7.9
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 : 190: 57 83 78 36 30 140 152:
Old : 190: 57 83 78 36 30 140 152:
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 : 47.1 20.7 57.1 34.9 41.6 20.3 48.5 31.1
Old : 47.1 20.7 57.1 34.9 41.6 20.3 48.5 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 15, 2015