VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 424,966: 142,358 197,984 94,956 160,864 105,174 398,178 398,114: 26,788 26,852
Old : 424,966: 142,358 197,984 94,956 160,864 105,174 398,178 398,114: 26,788 26,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2014 :
: -31,346: -3,788 4,273 -6,724 -23,346 -28,774 -33,858 -31,225: 2,512 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 46.6 22.3 37.9 24.7 93.7 93.7: 6.3 6.3
Old : 100.0: 33.5 46.6 22.3 37.9 24.7 93.7 93.7: 6.3 6.3
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 : 215: 63 92 85 41 42 162 171:
Old : 215: 63 92 85 41 42 162 171:
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 : 29.8 21.4 42.2 34.5 24.9 21.0 32.0 31.5
Old : 29.8 21.4 42.2 34.5 24.9 21.0 32.0 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 27, 2014