VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 2, 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 : 301,348: 87,698 102,458 81,717 108,828 95,880 278,243 280,055: 23,105 21,293
Old : 301,348: 87,698 102,458 81,717 108,828 95,880 278,243 280,055: 23,105 21,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2013 :
: 7,638: 21,438 11,904 -62 -3,001 2,734 18,375 14,576: -10,737 -6,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 34.0 27.1 36.1 31.8 92.3 92.9: 7.7 7.1
Old : 100.0: 29.1 34.0 27.1 36.1 31.8 92.3 92.9: 7.7 7.1
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 : 159: 51 66 70 32 31 126 129:
Old : 159: 51 66 70 32 31 126 129:
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 : 40.5 23.6 52.6 35.3 30.2 14.4 36.6 22.8
Old : 40.5 23.6 52.6 35.3 30.2 14.4 36.6 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2013