VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 376,043: 108,155 173,659 82,545 163,118 96,046 353,818 352,250: 22,225 23,793
Old : 376,043: 108,155 173,659 82,545 163,118 96,046 353,818 352,250: 22,225 23,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 21, 2014 :
: -40,913: -20,393 -19,195 1,217 -21,742 -22,384 -40,918 -40,362: 5 -551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 46.2 22.0 43.4 25.5 94.1 93.7: 5.9 6.3
Old : 100.0: 28.8 46.2 22.0 43.4 25.5 94.1 93.7: 5.9 6.3
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 : 167: 59 53 73 35 35 137 133:
Old : 167: 59 53 73 35 35 137 133:
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 : 29.7 27.7 42.3 43.0 20.7 24.2 29.2 35.9
Old : 29.7 27.7 42.3 43.0 20.7 24.2 29.2 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 31, 2014