VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, February 25, 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 : 367,042: 108,739 124,777 98,607 138,358 114,860 345,704 338,244: 21,338 28,798 Old : 367,042: 108,739 124,777 98,607 138,358 114,860 345,704 338,244: 21,338 28,798 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 18, 2014 : : -42,069: 1,142 2,257 -12,702 -31,696 -35,072 -43,256 -45,517: 1,187 3,448 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.6 34.0 26.9 37.7 31.3 94.2 92.2: 5.8 7.8 Old : 100.0: 29.6 34.0 26.9 37.7 31.3 94.2 92.2: 5.8 7.8 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 : 179: 62 63 78 40 37 142 147: Old : 179: 62 63 78 40 37 142 147: 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 : 27.8 27.6 39.1 41.4 16.3 22.3 23.9 28.0 Old : 27.8 27.6 39.1 41.4 16.3 22.3 23.9 28.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 28, 2014