VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 4, 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 : 384,117: 101,502 152,732 84,309 173,111 120,887 358,922 357,928: 25,195 26,189
Old : 384,117: 101,502 152,732 84,309 173,111 120,887 358,922 357,928: 25,195 26,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 28, 2014 :
: 8,074: -6,653 -20,927 1,764 9,993 24,841 5,104 5,678: 2,970 2,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 39.8 21.9 45.1 31.5 93.4 93.2: 6.6 6.8
Old : 100.0: 26.4 39.8 21.9 45.1 31.5 93.4 93.2: 6.6 6.8
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 : 168: 59 57 74 39 38 142 134:
Old : 168: 59 57 74 39 38 142 134:
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 : 29.3 31.2 43.7 43.2 24.6 27.0 33.7 37.3
Old : 29.3 31.2 43.7 43.2 24.6 27.0 33.7 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 7, 2014