VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, May 6, 2014 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 391,848: 104,252 167,718 83,493 170,276 105,114 358,021 356,325: 33,827 35,523 Old : 391,848: 104,252 167,718 83,493 170,276 105,114 358,021 356,325: 33,827 35,523 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 29, 2014 : : 26,633: -6,591 11,389 832 20,549 6,293 14,790 18,514: 11,843 8,119 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.6 42.8 21.3 43.5 26.8 91.4 90.9: 8.6 9.1 Old : 100.0: 26.6 42.8 21.3 43.5 26.8 91.4 90.9: 8.6 9.1 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 : 195: 59 81 82 41 38 149 161: Old : 195: 59 81 82 41 38 149 161: 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 : 32.6 17.2 44.3 28.2 27.9 15.9 35.4 25.4 Old : 32.6 17.2 44.3 28.2 27.9 15.9 35.4 25.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 9, 2014