VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 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 : 365,215: 110,843 156,329 82,661 149,727 98,821 343,231 337,811: 21,984 27,404 Old : 365,215: 110,843 156,329 82,661 149,727 98,821 343,231 337,811: 21,984 27,404 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 22, 2014 : : 3,085: 4,245 15,674 -9,345 6,677 -3,235 1,577 3,094: 1,508 -9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.4 42.8 22.6 41.0 27.1 94.0 92.5: 6.0 7.5 Old : 100.0: 30.4 42.8 22.6 41.0 27.1 94.0 92.5: 6.0 7.5 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 : 192: 61 75 78 41 36 146 156: Old : 192: 61 75 78 41 36 146 156: 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 : 29.9 18.1 41.6 30.5 24.2 17.2 31.8 27.4 Old : 29.9 18.1 41.6 30.5 24.2 17.2 31.8 27.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 2, 2014