VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 378,851: 85,350 126,458 100,211 171,944 127,437 357,505 354,106: 21,346 24,745
Old : 378,851: 85,350 126,458 100,211 171,944 127,437 357,505 354,106: 21,346 24,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -5,266: -16,152 -26,274 15,902 -1,167 6,550 -1,417 -3,822: -3,849 -1,444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 33.4 26.5 45.4 33.6 94.4 93.5: 5.6 6.5
Old : 100.0: 22.5 33.4 26.5 45.4 33.6 94.4 93.5: 5.6 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 : 169: 57 56 78 37 41 138 142:
Old : 169: 57 56 78 37 41 138 142:
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 : 29.0 32.0 42.9 44.9 22.0 26.8 30.0 33.9
Old : 29.0 32.0 42.9 44.9 22.0 26.8 30.0 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 14, 2014