VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2013
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($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