VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 14, 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 : 407,816: 103,830 107,829 115,554 159,790 152,462 379,174 375,845: 28,642 31,971
Old : 407,816: 103,830 107,829 115,554 159,790 152,462 379,174 375,845: 28,642 31,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2014 :
: 42,575: 21,304 -24,635 13,284 2,888 52,947 37,476 41,596: 5,099 979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 26.4 28.3 39.2 37.4 93.0 92.2: 7.0 7.8
Old : 100.0: 25.5 26.4 28.3 39.2 37.4 93.0 92.2: 7.0 7.8
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: 69 59 83 38 39 153 149:
Old : 187: 69 59 83 38 39 153 149:
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 : 29.3 21.1 39.7 34.4 22.2 16.6 30.8 25.2
Old : 29.3 21.1 39.7 34.4 22.2 16.6 30.8 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 17, 2014