VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 381,272: 100,810 162,860 103,715 152,902 90,541 357,427 357,116: 23,845 24,156
Old : 381,272: 100,810 162,860 103,715 152,902 90,541 357,427 357,116: 23,845 24,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -32,597: -11,220 -9,194 -8,420 -13,402 -14,369 -33,042 -31,983: 445 -614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 42.7 27.2 40.1 23.7 93.7 93.7: 6.3 6.3
Old : 100.0: 26.4 42.7 27.2 40.1 23.7 93.7 93.7: 6.3 6.3
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 : 175: 44 75 71 37 37 129 147:
Old : 175: 44 75 71 37 37 129 147:
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 : 36.8 24.5 48.0 37.2 28.9 20.8 34.4 27.1
Old : 36.8 24.5 48.0 37.2 28.9 20.8 34.4 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 6, 2013