VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 390,841: 108,653 123,319 114,432 143,258 121,107 366,343 358,858: 24,498 31,983
Old : 390,841: 108,653 123,319 114,432 143,258 121,107 366,343 358,858: 24,498 31,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -19,050: -13,785 -33,657 -854 -2,322 15,110 -16,961 -19,401: -2,089 351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 31.6 29.3 36.7 31.0 93.7 91.8: 6.3 8.2
Old : 100.0: 27.8 31.6 29.3 36.7 31.0 93.7 91.8: 6.3 8.2
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 : 190: 56 72 83 44 45 151 160:
Old : 190: 56 72 83 44 45 151 160:
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 : 24.4 23.0 36.8 33.2 13.9 14.6 22.5 20.1
Old : 24.4 23.0 36.8 33.2 13.9 14.6 22.5 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 15, 2014