VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 7, 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 : 359,668: 116,494 163,966 78,223 145,658 94,210 340,375 336,399: 19,293 23,269
Old : 359,668: 116,494 163,966 78,223 145,658 94,210 340,375 336,399: 19,293 23,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2013 :
: 9,972: 3,212 10,692 254 6,477 -1,332 9,943 9,614: 29 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 45.6 21.7 40.5 26.2 94.6 93.5: 5.4 6.5
Old : 100.0: 32.4 45.6 21.7 40.5 26.2 94.6 93.5: 5.4 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 : 167: 52 61 61 35 36 121 135:
Old : 167: 52 61 61 35 36 121 135:
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 : 31.9 23.7 43.6 38.2 21.6 22.1 29.2 33.9
Old : 31.9 23.7 43.6 38.2 21.6 22.1 29.2 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 10, 2014