VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 367,042: 108,739 124,777 98,607 138,358 114,860 345,704 338,244: 21,338 28,798
Old : 367,042: 108,739 124,777 98,607 138,358 114,860 345,704 338,244: 21,338 28,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2014 :
: -42,069: 1,142 2,257 -12,702 -31,696 -35,072 -43,256 -45,517: 1,187 3,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 34.0 26.9 37.7 31.3 94.2 92.2: 5.8 7.8
Old : 100.0: 29.6 34.0 26.9 37.7 31.3 94.2 92.2: 5.8 7.8
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 : 179: 62 63 78 40 37 142 147:
Old : 179: 62 63 78 40 37 142 147:
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 : 27.8 27.6 39.1 41.4 16.3 22.3 23.9 28.0
Old : 27.8 27.6 39.1 41.4 16.3 22.3 23.9 28.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 28, 2014