VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, July 9, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 335,927: 99,938 119,503 74,536 135,037 114,041 309,511 308,080: 26,416 27,847 Old : 335,927: 99,938 119,503 74,536 135,037 114,041 309,511 308,080: 26,416 27,847 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2013 : : 34,579: 12,240 17,045 -7,181 26,209 18,161 31,268 28,025: 3,311 6,554 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.7 35.6 22.2 40.2 33.9 92.1 91.7: 7.9 8.3 Old : 100.0: 29.7 35.6 22.2 40.2 33.9 92.1 91.7: 7.9 8.3 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 : 161: 44 70 76 31 33 127 136: Old : 161: 44 70 76 31 33 127 136: 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 : 41.8 23.0 53.5 34.3 33.2 15.3 38.8 24.6 Old : 41.8 23.0 53.5 34.3 33.2 15.3 38.8 24.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2013