VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, November 19, 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 : 439,641: 123,411 178,266 102,761 190,268 131,213 416,440 412,240: 23,201 27,401 Old : 439,641: 123,411 178,266 102,761 190,268 131,213 416,440 412,240: 23,201 27,401 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2013 : : 31,917: 6,737 17,067 5,231 19,846 9,367 31,814 31,665: 103 252 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.1 40.5 23.4 43.3 29.8 94.7 93.8: 5.3 6.2 Old : 100.0: 28.1 40.5 23.4 43.3 29.8 94.7 93.8: 5.3 6.2 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 : 192: 53 78 88 35 39 147 162: Old : 192: 53 78 88 35 39 147 162: 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 : 38.3 26.1 48.8 37.6 28.9 18.4 36.0 26.0 Old : 38.3 26.1 48.8 37.6 28.9 18.4 36.0 26.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 22, 2013