VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 425,151: 116,001 197,978 87,422 197,146 113,845 400,569 399,245: 24,582 25,906
Old : 425,151: 116,001 197,978 87,422 197,146 113,845 400,569 399,245: 24,582 25,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2014 :
: 5,482: 4,469 3,760 2,791 2,076 2,718 9,336 9,269: -3,854 -3,787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 46.6 20.6 46.4 26.8 94.2 93.9: 5.8 6.1
Old : 100.0: 27.3 46.6 20.6 46.4 26.8 94.2 93.9: 5.8 6.1
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 : 207: 57 93 88 40 41 153 176:
Old : 207: 57 93 88 40 41 153 176:
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 : 34.6 18.5 46.9 30.0 29.1 17.5 37.3 26.3
Old : 34.6 18.5 46.9 30.0 29.1 17.5 37.3 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 23, 2014