VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, January 21, 2014
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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 : 416,956: 128,548 192,854 81,328 184,860 118,430 394,736 392,612: 22,220 24,344
Old : 416,956: 128,548 192,854 81,328 184,860 118,430 394,736 392,612: 22,220 24,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2014 :
: 19,628: 8,632 1,442 -555 10,454 19,003 18,531 19,890: 1,097 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 46.3 19.5 44.3 28.4 94.7 94.2: 5.3 5.8
Old : 100.0: 30.8 46.3 19.5 44.3 28.4 94.7 94.2: 5.3 5.8
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: 51 80 79 36 36 138 157:
Old : 188: 51 80 79 36 36 138 157:
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 : 31.0 25.9 42.1 40.0 22.1 21.6 29.0 31.4
Old : 31.0 25.9 42.1 40.0 22.1 21.6 29.0 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 24, 2014