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ProShares Ultra VIX Short-Term Futures ETF

hedge funds and large institutions have $104M invested in ProShares Ultra VIX Short-Term Futures ETF in 2014 Q4 according to their latest regulatory filings, with funds opening new positions, increasing their positions, reducing their positions, and closing their positions.

New
Increased
Maintained
Reduced
Closed

25% more capital invested

Capital invested by funds: $83M → $104M (+$20.8M)

50% less call options, than puts

Call options by funds: $208M | Put options by funds: $416M

Holders
Holders Change
Holders Change %
% of All Funds
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
Increased
Reduced
Closed
Calls
$208M
Puts
$416M
Net Calls
-$208M
Net Calls Change
-$15.4M
Name Holding Trade Value Shares
Change
Change in
Stake
VF
1
Virtu Financial
New York
$24.6M
FTUS
2
Flow Traders U.S.
New York
$14.7M
UBS Group
3
UBS Group
Switzerland
$12.6M
Goldman Sachs
4
Goldman Sachs
New York
$11.8M
Deutsche Bank
5
Deutsche Bank
Germany
$10.7M
DS
6
DRW Securities
Illinois
$10.2M
SG Americas Securities
7
SG Americas Securities
New York
$2.52M
WAM
8
Wolverine Asset Management
Illinois
$2.52M
AC
9
Altus Capital
Ohio
$2.11M
Jane Street
10
Jane Street
New York
$1.96M
MTIM
11
Marathon Trading Investment Management
Pennsylvania
$1.71M
CT
12
CMT Trading
Illinois
$1.34M
Bank of Montreal
13
Bank of Montreal
Ontario, Canada
$1.26M
Citigroup
14
Citigroup
New York
$1.19M
VKH
15
Virtu KCG Holdings
New York
$1M
LPL Financial
16
LPL Financial
California
$845K
Susquehanna International Group
17
Susquehanna International Group
Pennsylvania
$654K
LCM
18
LionEye Capital Management
New York
$629K
CS
19
Credit Suisse
Switzerland
$503K
QC
20
QCM Cayman
Texas
$413K
Citadel Advisors
21
Citadel Advisors
Florida
$286K
Creative Planning
22
Creative Planning
Kansas
$184K
CCA
23
Catalyst Capital Advisors
New York
$119K
PG
24
PEAK6 Group
Illinois
$50K
Walleye Trading
25
Walleye Trading
New York
$21K