VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 29, 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 : 362,490: 105,217 144,890 81,334 154,494 109,722 341,045 335,946: 21,445 26,544
Old : 362,490: 105,217 144,890 81,334 154,494 109,722 341,045 335,946: 21,445 26,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 22, 2013 :
: 11,575: 16,786 13,162 498 -7,269 -2,988 10,015 10,672: 1,560 903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 40.0 22.4 42.6 30.3 94.1 92.7: 5.9 7.3
Old : 100.0: 29.0 40.0 22.4 42.6 30.3 94.1 92.7: 5.9 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 : 182: 54 73 77 33 37 133 153:
Old : 182: 54 73 77 33 37 133 153:
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 : 43.2 26.7 53.5 39.3 33.8 20.7 40.5 29.5
Old : 43.2 26.7 53.5 39.3 33.8 20.7 40.5 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 6, 2013