VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 28, 2014
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($1000 X INDEX) :
: : :
All : 355,595: 106,648 105,579 112,616 115,640 114,432 334,904 332,627: 20,691 22,968
Old : 355,595: 106,648 105,579 112,616 115,640 114,432 334,904 332,627: 20,691 22,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2014 :
: -66,454: -7,771 -7,120 -17,792 -37,362 -39,637 -62,925 -64,549: -3,529 -1,905
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 29.7 31.7 32.5 32.2 94.2 93.5: 5.8 6.5
Old : 100.0: 30.0 29.7 31.7 32.5 32.2 94.2 93.5: 5.8 6.5
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 : 191: 54 71 82 37 41 145 158:
Old : 191: 54 71 82 37 41 145 158:
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 : 29.6 36.8 41.9 46.5 21.4 25.2 28.9 29.6
Old : 29.6 36.8 41.9 46.5 21.4 25.2 28.9 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 31, 2014