VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 25, 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 : 369,744: 130,143 150,865 104,147 113,962 85,172 348,252 340,184: 21,492 29,560
Old : 369,744: 130,143 150,865 104,147 113,962 85,172 348,252 340,184: 21,492 29,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -15,719: 17,712 25,619 -12,958 -20,067 -26,484 -15,313 -13,823: -406 -1,896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 40.8 28.2 30.8 23.0 94.2 92.0: 5.8 8.0
Old : 100.0: 35.2 40.8 28.2 30.8 23.0 94.2 92.0: 5.8 8.0
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: 49 80 74 36 33 134 151:
Old : 183: 49 80 74 36 33 134 151:
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 : 30.8 29.9 42.4 42.0 19.0 22.6 27.8 31.0
Old : 30.8 29.9 42.4 42.0 19.0 22.6 27.8 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 29, 2014