VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, November 4, 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 : 354,875: 104,545 102,217 113,597 115,400 108,473 333,542 324,287: 21,333 30,588 Old : 354,875: 104,545 102,217 113,597 115,400 108,473 333,542 324,287: 21,333 30,588 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 28, 2014 : : -720: -2,103 -3,362 981 -240 -5,959 -1,362 -8,340: 642 7,620 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.5 28.8 32.0 32.5 30.6 94.0 91.4: 6.0 8.6 Old : 100.0: 29.5 28.8 32.0 32.5 30.6 94.0 91.4: 6.0 8.6 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 : 183: 46 74 84 39 40 144 155: Old : 183: 46 74 84 39 40 144 155: 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 : 33.9 31.7 45.3 43.5 21.1 22.4 29.6 27.8 Old : 33.9 31.7 45.3 43.5 21.1 22.4 29.6 27.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 7, 2014