VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 384,595: 89,562 189,020 66,139 204,329 102,252 360,030 357,411: 24,565 27,184
Old : 384,595: 89,562 189,020 66,139 204,329 102,252 360,030 357,411: 24,565 27,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 29,168: 5,168 738 -1,818 23,722 26,223 27,072 25,143: 2,096 4,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 49.1 17.2 53.1 26.6 93.6 92.9: 6.4 7.1
Old : 100.0: 23.3 49.1 17.2 53.1 26.6 93.6 92.9: 6.4 7.1
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 : 164: 47 67 63 37 36 119 138:
Old : 164: 47 67 63 37 36 119 138:
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 : 43.5 31.5 55.7 44.7 37.2 26.5 43.7 36.8
Old : 43.5 31.5 55.7 44.7 37.2 26.5 43.7 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 13, 2013