VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 30, 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 : 358,837: 88,674 130,193 93,917 153,419 100,637 336,010 324,747: 22,827 34,090
Old : 358,837: 88,674 130,193 93,917 153,419 100,637 336,010 324,747: 22,827 34,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2014 :
: -30,202: -33,980 -44,836 2,675 987 15,998 -30,318 -26,163: 116 -4,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 36.3 26.2 42.8 28.0 93.6 90.5: 6.4 9.5
Old : 100.0: 24.7 36.3 26.2 42.8 28.0 93.6 90.5: 6.4 9.5
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 : 183: 49 73 79 38 40 140 154:
Old : 183: 49 73 79 38 40 140 154:
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 : 30.8 16.9 43.9 27.9 23.0 13.1 30.6 20.1
Old : 30.8 16.9 43.9 27.9 23.0 13.1 30.6 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 3, 2014