VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, October 22, 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 : 350,915: 88,431 131,728 80,836 161,763 112,710 331,030 325,274: 19,885 25,641 Old : 350,915: 88,431 131,728 80,836 161,763 112,710 331,030 325,274: 19,885 25,641 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 15, 2013 : : -11,285: 18,409 -1,908 -1,167 -26,561 -9,224 -9,319 -12,299: -1,966 1,014 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 37.5 23.0 46.1 32.1 94.3 92.7: 5.7 7.3 Old : 100.0: 25.2 37.5 23.0 46.1 32.1 94.3 92.7: 5.7 7.3 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 : 173: 56 67 70 32 39 131 142: Old : 173: 56 67 70 32 39 131 142: 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 : 43.3 29.5 54.8 42.5 31.3 21.1 38.1 29.1 Old : 43.3 29.5 54.8 42.5 31.3 21.1 38.1 29.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 1, 2013