VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 15, 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 : 362,200: 70,022 133,636 82,003 188,324 121,934 340,349 337,573: 21,851 24,627
Old : 362,200: 70,022 133,636 82,003 188,324 121,934 340,349 337,573: 21,851 24,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 8, 2013 :
: -14,288: -15,247 -23,883 -4,098 8,242 17,419 -11,103 -10,562: -3,185 -3,726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 36.9 22.6 52.0 33.7 94.0 93.2: 6.0 6.8
Old : 100.0: 19.3 36.9 22.6 52.0 33.7 94.0 93.2: 6.0 6.8
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 : 158: 46 63 73 34 38 127 135:
Old : 158: 46 63 73 34 38 127 135:
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 : 42.4 25.1 56.1 36.0 30.6 16.0 37.6 23.2
Old : 42.4 25.1 56.1 36.0 30.6 16.0 37.6 23.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2013