VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 413,477: 125,563 173,301 98,096 168,592 109,582 392,251 380,979: 21,226 32,498
Old : 413,477: 125,563 173,301 98,096 168,592 109,582 392,251 380,979: 21,226 32,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 9, 2014 :
: -11,833: -19,165 1,323 -7,098 17,014 -4,668 -9,249 -10,443: -2,584 -1,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 41.9 23.7 40.8 26.5 94.9 92.1: 5.1 7.9
Old : 100.0: 30.4 41.9 23.7 40.8 26.5 94.9 92.1: 5.1 7.9
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 : 204: 59 83 85 39 42 151 171:
Old : 204: 59 83 85 39 42 151 171:
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 : 28.1 21.7 40.6 35.5 20.3 20.5 28.8 26.0
Old : 28.1 21.7 40.6 35.5 20.3 20.5 28.8 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 19, 2014