VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 3, 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 : 355,427: 84,394 188,282 67,957 180,607 76,029 332,958 332,268: 22,469 23,159
Old : 355,427: 84,394 188,282 67,957 180,607 76,029 332,958 332,268: 22,469 23,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2013 :
: -27,528: -8,807 -15,141 -7,394 -10,839 -2,715 -27,040 -25,250: -488 -2,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 53.0 19.1 50.8 21.4 93.7 93.5: 6.3 6.5
Old : 100.0: 23.7 53.0 19.1 50.8 21.4 93.7 93.5: 6.3 6.5
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 : 161: 49 62 64 37 32 121 132:
Old : 161: 49 62 64 37 32 121 132:
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 : 40.5 30.9 53.3 42.3 35.7 29.1 43.1 37.7
Old : 40.5 30.9 53.3 42.3 35.7 29.1 43.1 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 6, 2013