VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 21, 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 : 434,988: 111,468 165,081 102,887 190,465 131,767 404,820 399,735: 30,168 35,253
Old : 434,988: 111,468 165,081 102,887 190,465 131,767 404,820 399,735: 30,168 35,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 14, 2013 :
: 14,945: -525 -3,339 6,730 5,555 8,426 11,760 11,817: 3,185 3,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 38.0 23.7 43.8 30.3 93.1 91.9: 6.9 8.1
Old : 100.0: 25.6 38.0 23.7 43.8 30.3 93.1 91.9: 6.9 8.1
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 : 188: 57 80 82 35 36 141 161:
Old : 188: 57 80 82 35 36 141 161:
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 : 39.9 28.3 53.6 38.6 30.5 15.0 36.6 20.5
Old : 39.9 28.3 53.6 38.6 30.5 15.0 36.6 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 24, 2013