VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, March 4, 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 : 362,996: 104,145 124,591 103,240 134,638 106,679 342,023 334,510: 20,973 28,486 Old : 362,996: 104,145 124,591 103,240 134,638 106,679 342,023 334,510: 20,973 28,486 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 25, 2014 : : -4,046: -4,594 -186 4,633 -3,720 -8,181 -3,681 -3,734: -365 -312 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.7 34.3 28.4 37.1 29.4 94.2 92.2: 5.8 7.8 Old : 100.0: 28.7 34.3 28.4 37.1 29.4 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 : 177: 56 62 81 41 42 145 150: Old : 177: 56 62 81 41 42 145 150: 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 : 26.6 24.1 37.5 37.0 18.6 18.7 25.5 24.5 Old : 26.6 24.1 37.5 37.0 18.6 18.7 25.5 24.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 7, 2014