VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, January 7, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 359,668: 116,494 163,966 78,223 145,658 94,210 340,375 336,399: 19,293 23,269 Old : 359,668: 116,494 163,966 78,223 145,658 94,210 340,375 336,399: 19,293 23,269 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2013 : : 9,972: 3,212 10,692 254 6,477 -1,332 9,943 9,614: 29 358 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.4 45.6 21.7 40.5 26.2 94.6 93.5: 5.4 6.5 Old : 100.0: 32.4 45.6 21.7 40.5 26.2 94.6 93.5: 5.4 6.5 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 : 167: 52 61 61 35 36 121 135: Old : 167: 52 61 61 35 36 121 135: 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 : 31.9 23.7 43.6 38.2 21.6 22.1 29.2 33.9 Old : 31.9 23.7 43.6 38.2 21.6 22.1 29.2 33.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 10, 2014