VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 409,111: 107,597 122,520 111,309 170,054 149,932 388,960 383,761: 20,151 25,350
Old : 409,111: 107,597 122,520 111,309 170,054 149,932 388,960 383,761: 20,151 25,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2014 :
: 30,260: 22,247 -3,938 11,098 -1,890 22,495 31,455 29,655: -1,195 605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 29.9 27.2 41.6 36.6 95.1 93.8: 4.9 6.2
Old : 100.0: 26.3 29.9 27.2 41.6 36.6 95.1 93.8: 4.9 6.2
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 : 185: 69 57 91 43 41 156 157:
Old : 185: 69 57 91 43 41 156 157:
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 : 25.7 29.7 38.9 44.4 13.6 23.5 20.3 29.4
Old : 25.7 29.7 38.9 44.4 13.6 23.5 20.3 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 21, 2014