VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, July 8, 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 : 457,197: 147,952 218,779 101,275 176,258 103,598 425,485 423,652: 31,712 33,545 Old : 457,197: 147,952 218,779 101,275 176,258 103,598 425,485 423,652: 31,712 33,545 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 1, 2014 : : 7,361: 245 7,637 4,774 618 -6,848 5,637 5,563: 1,724 1,798 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.4 47.9 22.2 38.6 22.7 93.1 92.7: 6.9 7.3 Old : 100.0: 32.4 47.9 22.2 38.6 22.7 93.1 92.7: 6.9 7.3 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: 70 83 79 39 39 152 167: Old : 211: 70 83 79 39 39 152 167: 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 : 25.7 23.4 38.3 36.4 21.4 23.4 29.9 33.1 Old : 25.7 23.4 38.3 36.4 21.4 23.4 29.9 33.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 11, 2014