VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, October 1, 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 : 356,219: 85,412 167,354 76,330 170,096 85,953 331,838 329,637: 24,381 26,582 Old : 356,219: 85,412 167,354 76,330 170,096 85,953 331,838 329,637: 24,381 26,582 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 24, 2013 : : -12,013: -8,614 -8,206 6,181 -10,380 -9,772 -12,813 -11,797: 800 -216 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 47.0 21.4 47.8 24.1 93.2 92.5: 6.8 7.5 Old : 100.0: 24.0 47.0 21.4 47.8 24.1 93.2 92.5: 6.8 7.5 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 : 161: 52 64 64 33 34 119 135: Old : 161: 52 64 64 33 34 119 135: 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 : 44.0 27.0 54.0 41.8 36.7 25.1 40.8 34.4 Old : 44.0 27.0 54.0 41.8 36.7 25.1 40.8 34.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 25, 2013