VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, June 25, 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 : 293,710: 66,260 90,554 81,779 111,829 93,146 259,868 265,479: 33,842 28,231
Old : 293,710: 66,260 90,554 81,779 111,829 93,146 259,868 265,479: 33,842 28,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2013 :
: -73,994: -14,838 -31,587 -12,840 -44,743 -25,275 -72,421 -69,702: -1,573 -4,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 30.8 27.8 38.1 31.7 88.5 90.4: 11.5 9.6
Old : 100.0: 22.6 30.8 27.8 38.1 31.7 88.5 90.4: 11.5 9.6
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 : 156: 48 62 70 31 30 122 127:
Old : 156: 48 62 70 31 30 122 127:
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 : 39.3 25.8 49.7 37.5 25.7 13.9 30.6 20.9
Old : 39.3 25.8 49.7 37.5 25.7 13.9 30.6 20.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 28, 2013