VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 354,273: 111,642 149,767 83,704 139,756 98,454 335,102 331,925: 19,171 22,348
Old : 354,273: 111,642 149,767 83,704 139,756 98,454 335,102 331,925: 19,171 22,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 17, 2013 :
: -24,693: 15,810 -8,702 -13,460 -24,081 -1,898 -21,731 -24,060: -2,962 -633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 42.3 23.6 39.4 27.8 94.6 93.7: 5.4 6.3
Old : 100.0: 31.5 42.3 23.6 39.4 27.8 94.6 93.7: 5.4 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 : 163: 48 58 65 34 36 116 139:
Old : 163: 48 58 65 34 36 116 139:
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 25.5 50.1 38.1 24.2 21.5 33.1 32.2
Old : 37.3 25.5 50.1 38.1 24.2 21.5 33.1 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2013