VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 6, 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 : 402,545: 99,177 203,574 73,760 205,576 100,281 378,513 377,615: 24,032 24,930
Old : 402,545: 99,177 203,574 73,760 205,576 100,281 378,513 377,615: 24,032 24,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2013 :
: 39,852: 303 33,100 -1,427 37,903 7,538 36,779 39,211: 3,073 641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 50.6 18.3 51.1 24.9 94.0 93.8: 6.0 6.2
Old : 100.0: 24.6 50.6 18.3 51.1 24.9 94.0 93.8: 6.0 6.2
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 : 173: 51 77 76 36 32 134 144:
Old : 173: 51 77 76 36 32 134 144:
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 : 42.4 27.9 53.1 41.0 36.8 22.1 43.2 33.9
Old : 42.4 27.9 53.1 41.0 36.8 22.1 43.2 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 9, 2013