VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 31, 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 : 349,696: 113,282 153,274 77,969 139,181 95,542 330,432 326,785: 19,264 22,911
Old : 349,696: 113,282 153,274 77,969 139,181 95,542 330,432 326,785: 19,264 22,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2013 :
: -4,577: 1,640 3,507 -5,735 -575 -2,912 -4,670 -5,140: 93 563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 43.8 22.3 39.8 27.3 94.5 93.4: 5.5 6.6
Old : 100.0: 32.4 43.8 22.3 39.8 27.3 94.5 93.4: 5.5 6.6
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 : 155: 50 54 60 33 30 115 125:
Old : 155: 50 54 60 33 30 115 125:
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 : 36.4 25.5 47.6 39.5 25.6 22.2 32.2 34.1
Old : 36.4 25.5 47.6 39.5 25.6 22.2 32.2 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 6, 2014