VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, May 20, 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 : 425,151: 116,001 197,978 87,422 197,146 113,845 400,569 399,245: 24,582 25,906 Old : 425,151: 116,001 197,978 87,422 197,146 113,845 400,569 399,245: 24,582 25,906 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 13, 2014 : : 5,482: 4,469 3,760 2,791 2,076 2,718 9,336 9,269: -3,854 -3,787 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.3 46.6 20.6 46.4 26.8 94.2 93.9: 5.8 6.1 Old : 100.0: 27.3 46.6 20.6 46.4 26.8 94.2 93.9: 5.8 6.1 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 : 207: 57 93 88 40 41 153 176: Old : 207: 57 93 88 40 41 153 176: 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 : 34.6 18.5 46.9 30.0 29.1 17.5 37.3 26.3 Old : 34.6 18.5 46.9 30.0 29.1 17.5 37.3 26.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 23, 2014