VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 385,463: 112,431 125,246 117,105 134,029 111,656 363,565 354,007: 21,898 31,456
Old : 385,463: 112,431 125,246 117,105 134,029 111,656 363,565 354,007: 21,898 31,456
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2014 :
: -7,471: -4,126 -1,241 -1,976 1,945 -7,595 -4,157 -10,812: -3,314 3,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 32.5 30.4 34.8 29.0 94.3 91.8: 5.7 8.2
Old : 100.0: 29.2 32.5 30.4 34.8 29.0 94.3 91.8: 5.7 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 : 188: 46 81 79 42 38 146 154:
Old : 188: 46 81 79 42 38 146 154:
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 : 32.9 28.0 45.9 41.3 20.6 21.6 28.7 26.9
Old : 32.9 28.0 45.9 41.3 20.6 21.6 28.7 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 21, 2014