VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, August 6, 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 : 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