VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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 : 397,328: 119,916 191,412 81,883 174,406 99,427 376,205 372,722: 21,123 24,606
Old : 397,328: 119,916 191,412 81,883 174,406 99,427 376,205 372,722: 21,123 24,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 7, 2014 :
: 37,660: 3,422 27,446 3,660 28,748 5,217 35,830 36,323: 1,830 1,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 48.2 20.6 43.9 25.0 94.7 93.8: 5.3 6.2
Old : 100.0: 30.2 48.2 20.6 43.9 25.0 94.7 93.8: 5.3 6.2
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: 54 75 76 36 36 136 156:
Old : 188: 54 75 76 36 36 136 156:
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 : 30.6 27.1 42.1 41.6 22.2 24.6 29.6 35.4
Old : 30.6 27.1 42.1 41.6 22.2 24.6 29.6 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 17, 2014