VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, August 26, 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 : 414,365: 144,034 167,542 108,808 137,909 103,720 390,751 380,070: 23,614 34,295 Old : 414,365: 144,034 167,542 108,808 137,909 103,720 390,751 380,070: 23,614 34,295 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 19, 2014 : : -4,089: 9,330 12,726 -8,402 -4,655 -13,168 -3,727 -8,844: -362 4,755 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.8 40.4 26.3 33.3 25.0 94.3 91.7: 5.7 8.3 Old : 100.0: 34.8 40.4 26.3 33.3 25.0 94.3 91.7: 5.7 8.3 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 : 202: 66 80 80 40 40 152 164: Old : 202: 66 80 80 40 40 152 164: 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 : 26.6 23.0 37.8 37.1 18.2 20.6 25.6 28.5 Old : 26.6 23.0 37.8 37.1 18.2 20.6 25.6 28.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 29, 2014