VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, July 1, 2014
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($1000 X INDEX) :
: : :
All : 449,836: 147,707 211,142 96,501 175,640 110,446 419,848 418,089: 29,988 31,747
Old : 449,836: 147,707 211,142 96,501 175,640 110,446 419,848 418,089: 29,988 31,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 24, 2014 :
: 24,870: 5,349 13,158 1,545 14,776 5,272 21,670 19,975: 3,200 4,895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 46.9 21.5 39.0 24.6 93.3 92.9: 6.7 7.1
Old : 100.0: 32.8 46.9 21.5 39.0 24.6 93.3 92.9: 6.7 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 : 211: 69 82 79 41 43 155 169:
Old : 211: 69 82 79 41 43 155 169:
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 : 26.9 23.7 39.2 37.1 22.1 23.7 29.5 33.9
Old : 26.9 23.7 39.2 37.1 22.1 23.7 29.5 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 4, 2014