VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 30, 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 : 362,693: 98,874 170,474 75,187 167,673 92,743 341,734 338,404: 20,959 24,289
Old : 362,693: 98,874 170,474 75,187 167,673 92,743 341,734 338,404: 20,959 24,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 23, 2013 :
: 3,264: 3,976 16,421 68 -1,089 -12,867 2,955 3,622: 309 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 47.0 20.7 46.2 25.6 94.2 93.3: 5.8 6.7
Old : 100.0: 27.3 47.0 20.7 46.2 25.6 94.2 93.3: 5.8 6.7
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 : 168: 48 74 75 36 30 130 139:
Old : 168: 48 74 75 36 30 130 139:
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 : 42.0 25.9 53.1 39.5 36.6 19.8 42.2 30.5
Old : 42.0 25.9 53.1 39.5 36.6 19.8 42.2 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 2, 2013