VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 378,966: 95,832 158,469 97,164 163,837 100,352 356,833 355,985: 22,133 22,981
Old : 378,966: 95,832 158,469 97,164 163,837 100,352 356,833 355,985: 22,133 22,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2013 :
: -8,376: -10,047 -20,742 837 2,781 13,585 -6,429 -6,320: -1,947 -2,056
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 41.8 25.6 43.2 26.5 94.2 93.9: 5.8 6.1
Old : 100.0: 25.3 41.8 25.6 43.2 26.5 94.2 93.9: 5.8 6.1
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 : 167: 48 68 68 33 36 126 138:
Old : 167: 48 68 68 33 36 126 138:
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 : 37.3 21.7 49.2 33.2 27.8 19.9 33.7 28.9
Old : 37.3 21.7 49.2 33.2 27.8 19.9 33.7 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 20, 2013