VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, October 7, 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 : 365,241: 82,526 132,464 102,270 156,902 99,515 341,698 334,249: 23,543 30,992 Old : 365,241: 82,526 132,464 102,270 156,902 99,515 341,698 334,249: 23,543 30,992 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 30, 2014 : : 6,404: -6,148 2,271 8,353 3,483 -1,122 5,688 9,502: 716 -3,098 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.6 36.3 28.0 43.0 27.2 93.6 91.5: 6.4 8.5 Old : 100.0: 22.6 36.3 28.0 43.0 27.2 93.6 91.5: 6.4 8.5 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: 45 78 84 41 40 146 158: Old : 187: 45 78 84 41 40 146 158: 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 : 31.0 20.6 43.0 30.4 22.9 13.6 29.5 20.7 Old : 31.0 20.6 43.0 30.4 22.9 13.6 29.5 20.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 10, 2014