VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 456,312: 146,146 193,711 101,680 184,210 133,948 432,036 429,339: 24,276 26,973
Old : 456,312: 146,146 193,711 101,680 184,210 133,948 432,036 429,339: 24,276 26,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2014 :
: -1,191: 5,090 -20,652 4,884 -4,902 14,800 5,072 -968: -6,263 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 42.5 22.3 40.4 29.4 94.7 94.1: 5.3 5.9
Old : 100.0: 32.0 42.5 22.3 40.4 29.4 94.7 94.1: 5.3 5.9
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 : 219: 73 87 84 42 43 160 178:
Old : 219: 73 87 84 42 43 160 178:
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 : 27.6 20.9 39.5 32.1 21.8 18.7 28.6 27.7
Old : 27.6 20.9 39.5 32.1 21.8 18.7 28.6 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 20, 2014