VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, June 3, 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 : 448,926: 139,665 216,461 95,368 184,638 108,180 419,671 420,009: 29,255 28,917 Old : 448,926: 139,665 216,461 95,368 184,638 108,180 419,671 420,009: 29,255 28,917 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 27, 2014 : : 28,560: 16,197 11,214 9,560 705 5,697 26,462 26,471: 2,098 2,089 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 48.2 21.2 41.1 24.1 93.5 93.6: 6.5 6.4 Old : 100.0: 31.1 48.2 21.2 41.1 24.1 93.5 93.6: 6.5 6.4 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 : 215: 64 89 92 40 41 159 180: Old : 215: 64 89 92 40 41 159 180: 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 : 34.8 18.0 46.6 30.0 31.5 17.1 37.5 27.7 Old : 34.8 18.0 46.6 30.0 31.5 17.1 37.5 27.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 6, 2014