VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 389,039: 122,654 175,029 91,242 152,432 84,639 366,328 350,910: 22,711 38,129
Old : 389,039: 122,654 175,029 91,242 152,432 84,639 366,328 350,910: 22,711 38,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -24,438: -2,909 1,728 -6,854 -16,160 -24,943 -25,923 -30,069: 1,485 5,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 45.0 23.5 39.2 21.8 94.2 90.2: 5.8 9.8
Old : 100.0: 31.5 45.0 23.5 39.2 21.8 94.2 90.2: 5.8 9.8
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 : 197: 59 78 86 39 37 148 165:
Old : 197: 59 78 86 39 37 148 165:
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 : 29.9 18.4 42.3 31.7 24.0 17.3 32.8 25.6
Old : 29.9 18.4 42.3 31.7 24.0 17.3 32.8 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 26, 2014