VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 419,669: 111,532 194,218 84,631 195,070 111,127 391,233 389,976: 28,436 29,693
Old : 419,669: 111,532 194,218 84,631 195,070 111,127 391,233 389,976: 28,436 29,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 27,821: 7,280 26,500 1,138 24,794 6,013 33,212 33,651: -5,391 -5,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 46.3 20.2 46.5 26.5 93.2 92.9: 6.8 7.1
Old : 100.0: 26.6 46.3 20.2 46.5 26.5 93.2 92.9: 6.8 7.1
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 : 195: 58 80 81 41 38 147 161:
Old : 195: 58 80 81 41 38 147 161:
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 : 33.0 17.4 45.4 29.7 29.5 16.8 37.1 27.2
Old : 33.0 17.4 45.4 29.7 29.5 16.8 37.1 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 16, 2014