VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 441,586: 106,359 219,503 78,039 229,700 116,316 414,098 413,858: 27,488 27,728
Old : 441,586: 106,359 219,503 78,039 229,700 116,316 414,098 413,858: 27,488 27,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 39,041: 7,182 15,929 4,279 24,124 16,035 35,585 36,243: 3,456 2,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 49.7 17.7 52.0 26.3 93.8 93.7: 6.2 6.3
Old : 100.0: 24.1 49.7 17.7 52.0 26.3 93.8 93.7: 6.2 6.3
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 : 182: 54 78 71 38 35 137 147:
Old : 182: 54 78 71 38 35 137 147:
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 : 39.6 28.2 50.5 42.8 33.3 24.5 39.5 35.9
Old : 39.6 28.2 50.5 42.8 33.3 24.5 39.5 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 16, 2013