VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, September 9, 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 : 425,310: 144,728 171,978 105,194 151,578 114,250 401,500 391,422: 23,810 33,888 Old : 425,310: 144,728 171,978 105,194 151,578 114,250 401,500 391,422: 23,810 33,888 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 2, 2014 : : 15,932: 12,280 10,417 799 3,068 5,081 16,147 16,297: -215 -365 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.0 40.4 24.7 35.6 26.9 94.4 92.0: 5.6 8.0 Old : 100.0: 34.0 40.4 24.7 35.6 26.9 94.4 92.0: 5.6 8.0 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: 67 76 85 39 40 155 164: Old : 202: 67 76 85 39 40 155 164: 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 : 27.2 19.0 38.5 33.3 19.3 18.0 27.8 26.1 Old : 27.2 19.0 38.5 33.3 19.3 18.0 27.8 26.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 12, 2014