VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 26, 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 : 413,869: 112,030 172,054 112,135 166,304 104,910 390,469 389,099: 23,400 24,770
Old : 413,869: 112,030 172,054 112,135 166,304 104,910 390,469 389,099: 23,400 24,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2013 :
: -25,772: -11,381 -6,212 9,374 -23,964 -26,303 -25,971 -23,141: 199 -2,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 41.6 27.1 40.2 25.3 94.3 94.0: 5.7 6.0
Old : 100.0: 27.1 41.6 27.1 40.2 25.3 94.3 94.0: 5.7 6.0
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 : 186: 49 75 74 38 39 135 156:
Old : 186: 49 75 74 38 39 135 156:
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 : 37.0 26.4 48.4 38.3 28.3 20.7 33.7 28.1
Old : 37.0 26.4 48.4 38.3 28.3 20.7 33.7 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2013