VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 1, 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 : 356,219: 85,412 167,354 76,330 170,096 85,953 331,838 329,637: 24,381 26,582
Old : 356,219: 85,412 167,354 76,330 170,096 85,953 331,838 329,637: 24,381 26,582
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2013 :
: -12,013: -8,614 -8,206 6,181 -10,380 -9,772 -12,813 -11,797: 800 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 47.0 21.4 47.8 24.1 93.2 92.5: 6.8 7.5
Old : 100.0: 24.0 47.0 21.4 47.8 24.1 93.2 92.5: 6.8 7.5
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 : 161: 52 64 64 33 34 119 135:
Old : 161: 52 64 64 33 34 119 135:
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 : 44.0 27.0 54.0 41.8 36.7 25.1 40.8 34.4
Old : 44.0 27.0 54.0 41.8 36.7 25.1 40.8 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 25, 2013