VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, December 2, 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 : 373,854: 125,321 154,004 103,839 120,752 85,117 349,912 342,960: 23,942 30,894 Old : 373,854: 125,321 154,004 103,839 120,752 85,117 349,912 342,960: 23,942 30,894 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 25, 2014 : : 4,110: -4,822 3,139 -308 6,790 -55 1,660 2,776: 2,450 1,334 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.5 41.2 27.8 32.3 22.8 93.6 91.7: 6.4 8.3 Old : 100.0: 33.5 41.2 27.8 32.3 22.8 93.6 91.7: 6.4 8.3 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 : 175: 46 74 73 36 33 128 147: Old : 175: 46 74 73 36 33 128 147: 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 : 31.2 28.6 42.0 41.6 19.2 21.9 27.3 29.9 Old : 31.2 28.6 42.0 41.6 19.2 21.9 27.3 29.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 6, 2014