VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 5, 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 : 389,521: 120,111 162,019 88,290 158,438 114,128 366,839 364,437: 22,682 25,084
Old : 389,521: 120,111 162,019 88,290 158,438 114,128 366,839 364,437: 22,682 25,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2013 :
: 27,031: 14,894 17,129 6,956 3,944 4,406 25,794 28,491: 1,237 -1,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 41.6 22.7 40.7 29.3 94.2 93.6: 5.8 6.4
Old : 100.0: 30.8 41.6 22.7 40.7 29.3 94.2 93.6: 5.8 6.4
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 : 180: 55 70 76 32 37 132 151:
Old : 180: 55 70 76 32 37 132 151:
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 : 40.1 24.9 51.3 37.7 33.0 20.3 39.4 29.5
Old : 40.1 24.9 51.3 37.7 33.0 20.3 39.4 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 8, 2013