VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 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 : 350,915: 88,431 131,728 80,836 161,763 112,710 331,030 325,274: 19,885 25,641
Old : 350,915: 88,431 131,728 80,836 161,763 112,710 331,030 325,274: 19,885 25,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 15, 2013 :
: -11,285: 18,409 -1,908 -1,167 -26,561 -9,224 -9,319 -12,299: -1,966 1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 37.5 23.0 46.1 32.1 94.3 92.7: 5.7 7.3
Old : 100.0: 25.2 37.5 23.0 46.1 32.1 94.3 92.7: 5.7 7.3
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 : 173: 56 67 70 32 39 131 142:
Old : 173: 56 67 70 32 39 131 142:
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 : 43.3 29.5 54.8 42.5 31.3 21.1 38.1 29.1
Old : 43.3 29.5 54.8 42.5 31.3 21.1 38.1 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 1, 2013