VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, August 12, 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 : 390,841: 108,653 123,319 114,432 143,258 121,107 366,343 358,858: 24,498 31,983 Old : 390,841: 108,653 123,319 114,432 143,258 121,107 366,343 358,858: 24,498 31,983 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 5, 2014 : : -19,050: -13,785 -33,657 -854 -2,322 15,110 -16,961 -19,401: -2,089 351 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.8 31.6 29.3 36.7 31.0 93.7 91.8: 6.3 8.2 Old : 100.0: 27.8 31.6 29.3 36.7 31.0 93.7 91.8: 6.3 8.2 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 : 190: 56 72 83 44 45 151 160: Old : 190: 56 72 83 44 45 151 160: 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 : 24.4 23.0 36.8 33.2 13.9 14.6 22.5 20.1 Old : 24.4 23.0 36.8 33.2 13.9 14.6 22.5 20.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 15, 2014