VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, October 15, 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 : 362,200: 70,022 133,636 82,003 188,324 121,934 340,349 337,573: 21,851 24,627 Old : 362,200: 70,022 133,636 82,003 188,324 121,934 340,349 337,573: 21,851 24,627 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 8, 2013 : : -14,288: -15,247 -23,883 -4,098 8,242 17,419 -11,103 -10,562: -3,185 -3,726 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.3 36.9 22.6 52.0 33.7 94.0 93.2: 6.0 6.8 Old : 100.0: 19.3 36.9 22.6 52.0 33.7 94.0 93.2: 6.0 6.8 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 : 158: 46 63 73 34 38 127 135: Old : 158: 46 63 73 34 38 127 135: 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 : 42.4 25.1 56.1 36.0 30.6 16.0 37.6 23.2 Old : 42.4 25.1 56.1 36.0 30.6 16.0 37.6 23.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2013