VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, September 17, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 427,065: 96,285 187,302 74,378 230,483 136,015 401,146 397,695: 25,919 29,370 Old : 427,065: 96,285 187,302 74,378 230,483 136,015 401,146 397,695: 25,919 29,370 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 10, 2013 : : 42,470: 6,723 -1,718 8,239 26,154 33,763 41,116 40,284: 1,354 2,186 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 43.9 17.4 54.0 31.8 93.9 93.1: 6.1 6.9 Old : 100.0: 22.5 43.9 17.4 54.0 31.8 93.9 93.1: 6.1 6.9 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 : 166: 52 66 61 36 37 121 138: Old : 166: 52 66 61 36 37 121 138: 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 : 47.1 28.4 60.3 42.8 34.2 22.6 39.5 31.8 Old : 47.1 28.4 60.3 42.8 34.2 22.6 39.5 31.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 20, 2013