VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 355,040: 114,455 121,309 96,982 123,211 109,402 334,648 327,693: 20,392 27,347
Old : 355,040: 114,455 121,309 96,982 123,211 109,402 334,648 327,693: 20,392 27,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2014 :
: -7,956: 10,310 -3,282 -6,258 -11,427 2,723 -7,375 -6,817: -581 -1,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 34.2 27.3 34.7 30.8 94.3 92.3: 5.7 7.7
Old : 100.0: 32.2 34.2 27.3 34.7 30.8 94.3 92.3: 5.7 7.7
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 : 183: 59 64 81 40 42 146 153:
Old : 183: 59 64 81 40 42 146 153:
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 : 28.4 21.9 39.3 34.6 20.2 18.1 27.6 24.1
Old : 28.4 21.9 39.3 34.6 20.2 18.1 27.6 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2014