VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 336,625: 107,861 108,924 85,058 118,826 107,873 311,745 301,855: 24,880 34,770
Old : 336,625: 107,861 108,924 85,058 118,826 107,873 311,745 301,855: 24,880 34,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2014 :
: -18,415: -6,594 -12,385 -11,924 -4,385 -1,529 -22,903 -25,838: 4,488 7,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 32.4 25.3 35.3 32.0 92.6 89.7: 7.4 10.3
Old : 100.0: 32.0 32.4 25.3 35.3 32.0 92.6 89.7: 7.4 10.3
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 : 180: 63 58 72 41 40 144 143:
Old : 180: 63 58 72 41 40 144 143:
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 : 30.7 23.9 39.8 35.0 19.9 17.4 26.3 23.5
Old : 30.7 23.9 39.8 35.0 19.9 17.4 26.3 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 21, 2014