VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 414,392: 142,645 186,656 102,056 146,075 97,154 390,776 385,866: 23,616 28,526
Old : 414,392: 142,645 186,656 102,056 146,075 97,154 390,776 385,866: 23,616 28,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2014 :
: -20,609: 2,485 -3,909 130 -19,650 -17,615 -17,035 -21,394: -3,574 785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 45.0 24.6 35.3 23.4 94.3 93.1: 5.7 6.9
Old : 100.0: 34.4 45.0 24.6 35.3 23.4 94.3 93.1: 5.7 6.9
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 : 204: 68 79 83 40 34 157 159:
Old : 204: 68 79 83 40 34 157 159:
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 : 26.7 22.0 38.8 35.9 18.5 21.2 27.2 30.4
Old : 26.7 22.0 38.8 35.9 18.5 21.2 27.2 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 25, 2014