VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 362,996: 104,145 124,591 103,240 134,638 106,679 342,023 334,510: 20,973 28,486
Old : 362,996: 104,145 124,591 103,240 134,638 106,679 342,023 334,510: 20,973 28,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2014 :
: -4,046: -4,594 -186 4,633 -3,720 -8,181 -3,681 -3,734: -365 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 34.3 28.4 37.1 29.4 94.2 92.2: 5.8 7.8
Old : 100.0: 28.7 34.3 28.4 37.1 29.4 94.2 92.2: 5.8 7.8
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 : 177: 56 62 81 41 42 145 150:
Old : 177: 56 62 81 41 42 145 150:
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 : 26.6 24.1 37.5 37.0 18.6 18.7 25.5 24.5
Old : 26.6 24.1 37.5 37.0 18.6 18.7 25.5 24.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 7, 2014