VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, July 22, 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 : 414,392: 142,645 186,656 102,056 146,075 97,154 390,776 385,866: 23,616 28,526 Old : 414,392: 142,645 186,656 102,056 146,075 97,154 390,776 385,866: 23,616 28,526 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 15, 2014 : : -20,609: 2,485 -3,909 130 -19,650 -17,615 -17,035 -21,394: -3,574 785 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.4 45.0 24.6 35.3 23.4 94.3 93.1: 5.7 6.9 Old : 100.0: 34.4 45.0 24.6 35.3 23.4 94.3 93.1: 5.7 6.9 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 : 204: 68 79 83 40 34 157 159: Old : 204: 68 79 83 40 34 157 159: 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 : 26.7 22.0 38.8 35.9 18.5 21.2 27.2 30.4 Old : 26.7 22.0 38.8 35.9 18.5 21.2 27.2 30.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 25, 2014