VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, August 20, 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 : 444,632: 105,400 221,717 81,894 232,444 114,177 419,738 417,788: 24,894 26,844 Old : 444,632: 105,400 221,717 81,894 232,444 114,177 419,738 417,788: 24,894 26,844 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 13, 2013 : : 3,046: -959 2,214 3,855 2,744 -2,139 5,640 3,930: -2,594 -884 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.7 49.9 18.4 52.3 25.7 94.4 94.0: 5.6 6.0 Old : 100.0: 23.7 49.9 18.4 52.3 25.7 94.4 94.0: 5.6 6.0 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: 52 79 76 37 39 134 156: Old : 182: 52 79 76 37 39 134 156: 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 : 40.9 29.7 53.7 41.5 32.2 25.1 38.2 34.9 Old : 40.9 29.7 53.7 41.5 32.2 25.1 38.2 34.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 23, 2013