VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 15, 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 : 368,887: 96,296 132,242 87,262 162,952 122,146 346,510 341,650: 22,377 27,237
Old : 368,887: 96,296 132,242 87,262 162,952 122,146 346,510 341,650: 22,377 27,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 8, 2014 :
: 8,935: -8,800 -4,600 -2,820 18,906 15,935 7,286 8,515: 1,649 420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 35.8 23.7 44.2 33.1 93.9 92.6: 6.1 7.4
Old : 100.0: 26.1 35.8 23.7 44.2 33.1 93.9 92.6: 6.1 7.4
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: 56 72 72 39 37 138 149:
Old : 183: 56 72 72 39 37 138 149:
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 : 29.1 18.0 44.0 30.0 21.4 14.4 28.7 23.3
Old : 29.1 18.0 44.0 30.0 21.4 14.4 28.7 23.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 18, 2014