VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 22, 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 : 362,130: 106,598 140,655 92,006 143,050 102,056 341,654 334,717: 20,476 27,413
Old : 362,130: 106,598 140,655 92,006 143,050 102,056 341,654 334,717: 20,476 27,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 15, 2014 :
: -6,757: 10,302 8,413 4,744 -19,902 -20,090 -4,856 -6,933: -1,901 176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 38.8 25.4 39.5 28.2 94.3 92.4: 5.7 7.6
Old : 100.0: 29.4 38.8 25.4 39.5 28.2 94.3 92.4: 5.7 7.6
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 : 185: 55 72 77 39 36 141 152:
Old : 185: 55 72 77 39 36 141 152:
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 : 28.9 20.0 40.9 32.2 23.2 18.2 31.2 27.1
Old : 28.9 20.0 40.9 32.2 23.2 18.2 31.2 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 25, 2014