VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 448,926: 139,665 216,461 95,368 184,638 108,180 419,671 420,009: 29,255 28,917
Old : 448,926: 139,665 216,461 95,368 184,638 108,180 419,671 420,009: 29,255 28,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 27, 2014 :
: 28,560: 16,197 11,214 9,560 705 5,697 26,462 26,471: 2,098 2,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 48.2 21.2 41.1 24.1 93.5 93.6: 6.5 6.4
Old : 100.0: 31.1 48.2 21.2 41.1 24.1 93.5 93.6: 6.5 6.4
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 : 215: 64 89 92 40 41 159 180:
Old : 215: 64 89 92 40 41 159 180:
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 : 34.8 18.0 46.6 30.0 31.5 17.1 37.5 27.7
Old : 34.8 18.0 46.6 30.0 31.5 17.1 37.5 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 6, 2014