VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, August 13, 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 : 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