VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 4, 2013
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($1000 X INDEX) :
: : :
All : 372,793: 92,246 163,882 90,181 152,913 88,387 335,340 342,450: 37,453 30,343
Old : 372,793: 92,246 163,882 90,181 152,913 88,387 335,340 342,450: 37,453 30,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2013 :
: -16,594: -6,004 3,946 -1,160 -14,413 -15,366 -21,577 -12,580: 4,983 -4,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 44.0 24.2 41.0 23.7 90.0 91.9: 10.0 8.1
Old : 100.0: 24.7 44.0 24.2 41.0 23.7 90.0 91.9: 10.0 8.1
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 : 167: 51 69 71 34 32 126 140:
Old : 167: 51 69 71 34 32 126 140:
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 : 40.7 29.5 52.3 40.5 32.4 20.3 36.3 27.1
Old : 40.7 29.5 52.3 40.5 32.4 20.3 36.3 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 7, 2013