VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 373,381: 124,588 194,270 75,703 147,115 75,820 347,406 345,793: 25,975 27,588
Old : 373,381: 124,588 194,270 75,703 147,115 75,820 347,406 345,793: 25,975 27,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2015 :
: 7,767: 1,771 -2,984 577 2,955 10,940 5,303 8,533: 2,464 -766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 52.0 20.3 39.4 20.3 93.0 92.6: 7.0 7.4
Old : 100.0: 33.4 52.0 20.3 39.4 20.3 93.0 92.6: 7.0 7.4
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 : 195: 62 81 73 35 34 141 155:
Old : 195: 62 81 73 35 34 141 155:
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 : 36.1 21.5 45.3 35.3 30.9 21.0 38.3 33.9
Old : 36.1 21.5 45.3 35.3 30.9 21.0 38.3 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 19, 2015