VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 425,310: 144,728 171,978 105,194 151,578 114,250 401,500 391,422: 23,810 33,888
Old : 425,310: 144,728 171,978 105,194 151,578 114,250 401,500 391,422: 23,810 33,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 2, 2014 :
: 15,932: 12,280 10,417 799 3,068 5,081 16,147 16,297: -215 -365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 40.4 24.7 35.6 26.9 94.4 92.0: 5.6 8.0
Old : 100.0: 34.0 40.4 24.7 35.6 26.9 94.4 92.0: 5.6 8.0
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 : 202: 67 76 85 39 40 155 164:
Old : 202: 67 76 85 39 40 155 164:
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 : 27.2 19.0 38.5 33.3 19.3 18.0 27.8 26.1
Old : 27.2 19.0 38.5 33.3 19.3 18.0 27.8 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 12, 2014