VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, September 16, 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 : 413,477: 125,563 173,301 98,096 168,592 109,582 392,251 380,979: 21,226 32,498 Old : 413,477: 125,563 173,301 98,096 168,592 109,582 392,251 380,979: 21,226 32,498 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 9, 2014 : : -11,833: -19,165 1,323 -7,098 17,014 -4,668 -9,249 -10,443: -2,584 -1,390 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.4 41.9 23.7 40.8 26.5 94.9 92.1: 5.1 7.9 Old : 100.0: 30.4 41.9 23.7 40.8 26.5 94.9 92.1: 5.1 7.9 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: 59 83 85 39 42 151 171: Old : 204: 59 83 85 39 42 151 171: 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 : 28.1 21.7 40.6 35.5 20.3 20.5 28.8 26.0 Old : 28.1 21.7 40.6 35.5 20.3 20.5 28.8 26.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 19, 2014