VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 422,049: 114,419 112,699 130,408 153,002 154,069 397,829 397,176: 24,220 24,873
Old : 422,049: 114,419 112,699 130,408 153,002 154,069 397,829 397,176: 24,220 24,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 14,233: 10,589 4,870 14,854 -6,788 1,607 18,655 21,331: -4,422 -7,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 26.7 30.9 36.3 36.5 94.3 94.1: 5.7 5.9
Old : 100.0: 27.1 26.7 30.9 36.3 36.5 94.3 94.1: 5.7 5.9
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 : 193: 70 57 83 43 43 158 153:
Old : 193: 70 57 83 43 43 158 153:
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 : 28.2 32.4 40.0 46.2 22.3 25.5 29.0 31.7
Old : 28.2 32.4 40.0 46.2 22.3 25.5 29.0 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 24, 2014