VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 368,232: 94,026 175,560 70,149 180,476 95,725 344,651 341,434: 23,581 26,798
Old : 368,232: 94,026 175,560 70,149 180,476 95,725 344,651 341,434: 23,581 26,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2013 :
: -58,833: -2,259 -11,742 -4,229 -50,007 -40,290 -56,495 -56,261: -2,338 -2,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 47.7 19.1 49.0 26.0 93.6 92.7: 6.4 7.3
Old : 100.0: 25.5 47.7 19.1 49.0 26.0 93.6 92.7: 6.4 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 : 162: 51 69 62 32 29 117 132:
Old : 162: 51 69 62 32 29 117 132:
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 : 48.7 28.0 57.9 43.0 38.3 23.0 43.1 34.7
Old : 48.7 28.0 57.9 43.0 38.3 23.0 43.1 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 27, 2013