VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 409,378: 132,448 161,561 104,395 148,510 109,169 385,353 375,125: 24,025 34,253
Old : 409,378: 132,448 161,561 104,395 148,510 109,169 385,353 375,125: 24,025 34,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 26, 2014 :
: -4,987: -11,586 -5,981 -4,413 10,601 5,449 -5,398 -4,945: 411 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 39.5 25.5 36.3 26.7 94.1 91.6: 5.9 8.4
Old : 100.0: 32.4 39.5 25.5 36.3 26.7 94.1 91.6: 5.9 8.4
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 : 203: 62 82 80 42 41 152 166:
Old : 203: 62 82 80 42 41 152 166:
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 : 27.8 19.9 39.0 34.6 19.1 17.7 27.1 26.1
Old : 27.8 19.9 39.0 34.6 19.1 17.7 27.1 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 5, 2014