VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 335,826: 109,110 116,314 87,338 117,761 104,074 314,209 307,726: 21,617 28,100
Old : 335,826: 109,110 116,314 87,338 117,761 104,074 314,209 307,726: 21,617 28,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2014 :
: -799: 1,249 7,390 2,280 -1,065 -3,799 2,464 5,871: -3,263 -6,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 34.6 26.0 35.1 31.0 93.6 91.6: 6.4 8.4
Old : 100.0: 32.5 34.6 26.0 35.1 31.0 93.6 91.6: 6.4 8.4
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 : 178: 61 59 77 40 40 141 149:
Old : 178: 61 59 77 40 40 141 149:
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 : 29.6 20.6 38.4 31.4 19.9 16.0 26.5 22.9
Old : 29.6 20.6 38.4 31.4 19.9 16.0 26.5 22.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 28, 2014