VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 407,724: 116,674 161,199 97,530 170,422 121,846 384,626 380,575: 23,098 27,149
Old : 407,724: 116,674 161,199 97,530 170,422 121,846 384,626 380,575: 23,098 27,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2013 :
: 18,203: -3,437 -820 9,240 11,984 7,718 17,787 16,138: 416 2,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 39.5 23.9 41.8 29.9 94.3 93.3: 5.7 6.7
Old : 100.0: 28.6 39.5 23.9 41.8 29.9 94.3 93.3: 5.7 6.7
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 : 180: 55 71 77 34 35 138 146:
Old : 180: 55 71 77 34 35 138 146:
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 : 39.0 25.1 49.1 37.6 30.6 18.3 36.0 27.2
Old : 39.0 25.1 49.1 37.6 30.6 18.3 36.0 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 15, 2013