VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 457,503: 141,056 214,363 96,796 189,112 119,148 426,964 430,307: 30,539 27,196
Old : 457,503: 141,056 214,363 96,796 189,112 119,148 426,964 430,307: 30,539 27,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 3, 2014 :
: 8,577: 1,391 -2,098 1,428 4,474 10,968 7,293 10,298: 1,284 -1,721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 46.9 21.2 41.3 26.0 93.3 94.1: 6.7 5.9
Old : 100.0: 30.8 46.9 21.2 41.3 26.0 93.3 94.1: 6.7 5.9
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 : 221: 71 93 86 41 41 161 179:
Old : 221: 71 93 86 41 41 161 179:
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 : 30.4 18.0 42.6 29.3 26.4 15.8 33.2 26.0
Old : 30.4 18.0 42.6 29.3 26.4 15.8 33.2 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 13, 2014