VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, May 13, 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 : 419,669: 111,532 194,218 84,631 195,070 111,127 391,233 389,976: 28,436 29,693 Old : 419,669: 111,532 194,218 84,631 195,070 111,127 391,233 389,976: 28,436 29,693 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 6, 2014 : : 27,821: 7,280 26,500 1,138 24,794 6,013 33,212 33,651: -5,391 -5,830 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.6 46.3 20.2 46.5 26.5 93.2 92.9: 6.8 7.1 Old : 100.0: 26.6 46.3 20.2 46.5 26.5 93.2 92.9: 6.8 7.1 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 : 195: 58 80 81 41 38 147 161: Old : 195: 58 80 81 41 38 147 161: 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 : 33.0 17.4 45.4 29.7 29.5 16.8 37.1 27.2 Old : 33.0 17.4 45.4 29.7 29.5 16.8 37.1 27.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 16, 2014