VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, January 14, 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 : 397,328: 119,916 191,412 81,883 174,406 99,427 376,205 372,722: 21,123 24,606 Old : 397,328: 119,916 191,412 81,883 174,406 99,427 376,205 372,722: 21,123 24,606 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 7, 2014 : : 37,660: 3,422 27,446 3,660 28,748 5,217 35,830 36,323: 1,830 1,337 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.2 48.2 20.6 43.9 25.0 94.7 93.8: 5.3 6.2 Old : 100.0: 30.2 48.2 20.6 43.9 25.0 94.7 93.8: 5.3 6.2 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 : 188: 54 75 76 36 36 136 156: Old : 188: 54 75 76 36 36 136 156: 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 : 30.6 27.1 42.1 41.6 22.2 24.6 29.6 35.4 Old : 30.6 27.1 42.1 41.6 22.2 24.6 29.6 35.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 17, 2014