VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 19, 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 : 439,641: 123,411 178,266 102,761 190,268 131,213 416,440 412,240: 23,201 27,401
Old : 439,641: 123,411 178,266 102,761 190,268 131,213 416,440 412,240: 23,201 27,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 12, 2013 :
: 31,917: 6,737 17,067 5,231 19,846 9,367 31,814 31,665: 103 252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 40.5 23.4 43.3 29.8 94.7 93.8: 5.3 6.2
Old : 100.0: 28.1 40.5 23.4 43.3 29.8 94.7 93.8: 5.3 6.2
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 : 192: 53 78 88 35 39 147 162:
Old : 192: 53 78 88 35 39 147 162:
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 : 38.3 26.1 48.8 37.6 28.9 18.4 36.0 26.0
Old : 38.3 26.1 48.8 37.6 28.9 18.4 36.0 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 22, 2013