VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 392,934: 116,557 126,487 119,081 132,084 119,251 367,722 364,819: 25,212 28,115
Old : 392,934: 116,557 126,487 119,081 132,084 119,251 367,722 364,819: 25,212 28,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2014 :
: 38,059: 12,012 24,270 5,484 16,684 10,778 34,180 40,532: 3,879 -2,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 32.2 30.3 33.6 30.3 93.6 92.8: 6.4 7.2
Old : 100.0: 29.7 32.2 30.3 33.6 30.3 93.6 92.8: 6.4 7.2
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 : 183: 44 76 76 41 43 137 156:
Old : 183: 44 76 76 41 43 137 156:
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 : 33.0 31.1 44.4 44.0 20.4 23.9 29.1 29.5
Old : 33.0 31.1 44.4 44.0 20.4 23.9 29.1 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2014