VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 420,366: 123,468 205,247 85,808 183,933 102,483 393,209 393,538: 27,157 26,828
Old : 420,366: 123,468 205,247 85,808 183,933 102,483 393,209 393,538: 27,157 26,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -4,785: 7,467 7,269 -1,614 -13,213 -11,362 -7,360 -5,707: 2,575 922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 48.8 20.4 43.8 24.4 93.5 93.6: 6.5 6.4
Old : 100.0: 29.4 48.8 20.4 43.8 24.4 93.5 93.6: 6.5 6.4
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 : 208: 65 86 84 39 40 151 171:
Old : 208: 65 86 84 39 40 151 171:
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 : 33.7 18.0 46.4 31.0 29.2 17.9 35.1 28.7
Old : 33.7 18.0 46.4 31.0 29.2 17.9 35.1 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 30, 2014