VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 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