VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 373,854: 125,321 154,004 103,839 120,752 85,117 349,912 342,960: 23,942 30,894
Old : 373,854: 125,321 154,004 103,839 120,752 85,117 349,912 342,960: 23,942 30,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 4,110: -4,822 3,139 -308 6,790 -55 1,660 2,776: 2,450 1,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 41.2 27.8 32.3 22.8 93.6 91.7: 6.4 8.3
Old : 100.0: 33.5 41.2 27.8 32.3 22.8 93.6 91.7: 6.4 8.3
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 : 175: 46 74 73 36 33 128 147:
Old : 175: 46 74 73 36 33 128 147:
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 : 31.2 28.6 42.0 41.6 19.2 21.9 27.3 29.9
Old : 31.2 28.6 42.0 41.6 19.2 21.9 27.3 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 6, 2014