VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 367,704: 81,098 122,141 94,619 156,572 118,421 332,289 335,181: 35,415 32,523
Old : 367,704: 81,098 122,141 94,619 156,572 118,421 332,289 335,181: 35,415 32,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 11, 2013 :
: -98: -1,679 -28,696 3,390 -488 25,220 1,223 -86: -1,321 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 33.2 25.7 42.6 32.2 90.4 91.2: 9.6 8.8
Old : 100.0: 22.1 33.2 25.7 42.6 32.2 90.4 91.2: 9.6 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 : 172: 50 75 75 33 32 134 139:
Old : 172: 50 75 75 33 32 134 139:
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 : 39.9 24.3 51.1 37.3 26.8 11.2 31.3 17.3
Old : 39.9 24.3 51.1 37.3 26.8 11.2 31.3 17.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 21, 2013