VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 8, 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 : 376,488: 85,269 157,519 86,101 180,082 104,515 351,452 348,135: 25,036 28,353
Old : 376,488: 85,269 157,519 86,101 180,082 104,515 351,452 348,135: 25,036 28,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2013 :
: 20,269: -143 -9,835 9,771 9,986 18,562 19,614 18,498: 655 1,771
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 41.8 22.9 47.8 27.8 93.4 92.5: 6.6 7.5
Old : 100.0: 22.6 41.8 22.9 47.8 27.8 93.4 92.5: 6.6 7.5
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 : 170: 59 58 77 37 37 140 139:
Old : 170: 59 58 77 37 37 140 139:
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 : 38.4 23.9 49.3 35.7 29.6 19.9 35.3 27.2
Old : 38.4 23.9 49.3 35.7 29.6 19.9 35.3 27.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2013