VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 419,946: 133,851 193,365 102,149 158,289 95,281 394,289 390,795: 25,657 29,151
Old : 419,946: 133,851 193,365 102,149 158,289 95,281 394,289 390,795: 25,657 29,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2014 :
: 5,554: -8,794 6,709 93 12,214 -1,873 3,513 4,929: 2,041 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 46.0 24.3 37.7 22.7 93.9 93.1: 6.1 6.9
Old : 100.0: 31.9 46.0 24.3 37.7 22.7 93.9 93.1: 6.1 6.9
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 : 205: 70 78 85 39 34 157 162:
Old : 205: 70 78 85 39 34 157 162:
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 : 25.6 22.2 38.1 35.7 18.9 21.3 27.3 30.0
Old : 25.6 22.2 38.1 35.7 18.9 21.3 27.3 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 1, 2014