VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 389,387: 98,250 159,936 91,341 167,326 103,753 356,917 355,030: 32,470 34,357
Old : 389,387: 98,250 159,936 91,341 167,326 103,753 356,917 355,030: 32,470 34,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2013 :
: -45,601: -13,218 -5,145 -11,546 -23,139 -28,014 -47,903 -44,705: 2,302 -896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 41.1 23.5 43.0 26.6 91.7 91.2: 8.3 8.8
Old : 100.0: 25.2 41.1 23.5 43.0 26.6 91.7 91.2: 8.3 8.8
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 : 164: 46 73 66 33 30 119 138:
Old : 164: 46 73 66 33 30 119 138:
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 : 43.2 30.7 54.8 41.0 32.4 17.7 37.5 23.9
Old : 43.2 30.7 54.8 41.0 32.4 17.7 37.5 23.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 31, 2013