VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, August 5, 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 : 409,891: 122,438 156,976 115,286 145,580 105,997 383,304 378,259: 26,587 31,632 Old : 409,891: 122,438 156,976 115,286 145,580 105,997 383,304 378,259: 26,587 31,632 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 29, 2014 : : -10,055: -11,413 -36,389 13,137 -12,709 10,716 -10,985 -12,536: 930 2,481 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.9 38.3 28.1 35.5 25.9 93.5 92.3: 6.5 7.7 Old : 100.0: 29.9 38.3 28.1 35.5 25.9 93.5 92.3: 6.5 7.7 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 : 187: 65 65 84 41 40 152 154: Old : 187: 65 65 84 41 40 152 154: 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 : 23.7 20.0 36.2 32.3 15.9 18.9 24.3 26.6 Old : 23.7 20.0 36.2 32.3 15.9 18.9 24.3 26.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 8, 2014