VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 11, 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 : 367,802: 82,777 150,837 91,229 157,060 93,201 331,066 335,267: 36,736 32,535
Old : 367,802: 82,777 150,837 91,229 157,060 93,201 331,066 335,267: 36,736 32,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 4, 2013 :
: -4,991: -9,469 -13,045 1,048 4,147 4,814 -4,274 -7,183: -717 2,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 41.0 24.8 42.7 25.3 90.0 91.2: 10.0 8.8
Old : 100.0: 22.5 41.0 24.8 42.7 25.3 90.0 91.2: 10.0 8.8
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: 44 73 78 36 33 134 140:
Old : 167: 44 73 78 36 33 134 140:
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 : 40.6 26.9 51.5 38.7 30.0 17.0 34.7 23.0
Old : 40.6 26.9 51.5 38.7 30.0 17.0 34.7 23.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 14, 2013