VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, July 23, 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 : 359,429: 94,898 154,053 75,119 168,762 105,610 338,779 334,782: 20,650 24,647 Old : 359,429: 94,898 154,053 75,119 168,762 105,610 338,779 334,782: 20,650 24,647 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 16, 2013 : : 3,028: -2,237 25,322 -3,764 9,021 -18,329 3,020 3,229: 8 -201 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.4 42.9 20.9 47.0 29.4 94.3 93.1: 5.7 6.9 Old : 100.0: 26.4 42.9 20.9 47.0 29.4 94.3 93.1: 5.7 6.9 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 : 166: 46 76 71 33 30 123 139: Old : 166: 46 76 71 33 30 123 139: 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 : 43.1 27.0 55.7 41.0 35.5 19.5 40.6 29.4 Old : 43.1 27.0 55.7 41.0 35.5 19.5 40.6 29.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 26, 2013