VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 365,241: 82,526 132,464 102,270 156,902 99,515 341,698 334,249: 23,543 30,992
Old : 365,241: 82,526 132,464 102,270 156,902 99,515 341,698 334,249: 23,543 30,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 6,404: -6,148 2,271 8,353 3,483 -1,122 5,688 9,502: 716 -3,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 36.3 28.0 43.0 27.2 93.6 91.5: 6.4 8.5
Old : 100.0: 22.6 36.3 28.0 43.0 27.2 93.6 91.5: 6.4 8.5
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 : 187: 45 78 84 41 40 146 158:
Old : 187: 45 78 84 41 40 146 158:
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 : 31.0 20.6 43.0 30.4 22.9 13.6 29.5 20.7
Old : 31.0 20.6 43.0 30.4 22.9 13.6 29.5 20.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 10, 2014