VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 357,046: 114,839 145,412 87,429 137,941 99,972 340,209 332,813: 16,837 24,233
Old : 357,046: 114,839 145,412 87,429 137,941 99,972 340,209 332,813: 16,837 24,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 21,220: 5,729 29,098 91 20,180 -4,102 26,000 25,087: -4,780 -3,867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 40.7 24.5 38.6 28.0 95.3 93.2: 4.7 6.8
Old : 100.0: 32.2 40.7 24.5 38.6 28.0 95.3 93.2: 4.7 6.8
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 : 189: 64 66 69 40 40 139 151:
Old : 189: 64 66 69 40 40 139 151:
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 : 28.3 20.2 39.1 32.0 22.0 18.0 30.6 25.9
Old : 28.3 20.2 39.1 32.0 22.0 18.0 30.6 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 4, 2014