VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 418,454: 134,704 154,816 117,210 142,564 116,888 394,478 388,914: 23,976 29,540
Old : 418,454: 134,704 154,816 117,210 142,564 116,888 394,478 388,914: 23,976 29,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2014 :
: 27,613: 26,051 31,497 2,778 -694 -4,219 28,135 30,056: -522 -2,443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 37.0 28.0 34.1 27.9 94.3 92.9: 5.7 7.1
Old : 100.0: 32.2 37.0 28.0 34.1 27.9 94.3 92.9: 5.7 7.1
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: 60 77 82 39 42 146 166:
Old : 195: 60 77 82 39 42 146 166:
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 : 25.0 23.6 38.0 35.7 16.2 18.9 23.9 24.1
Old : 25.0 23.6 38.0 35.7 16.2 18.9 23.9 24.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 22, 2014