VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 9, 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 : 335,927: 99,938 119,503 74,536 135,037 114,041 309,511 308,080: 26,416 27,847
Old : 335,927: 99,938 119,503 74,536 135,037 114,041 309,511 308,080: 26,416 27,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 2, 2013 :
: 34,579: 12,240 17,045 -7,181 26,209 18,161 31,268 28,025: 3,311 6,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 35.6 22.2 40.2 33.9 92.1 91.7: 7.9 8.3
Old : 100.0: 29.7 35.6 22.2 40.2 33.9 92.1 91.7: 7.9 8.3
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 : 161: 44 70 76 31 33 127 136:
Old : 161: 44 70 76 31 33 127 136:
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 : 41.8 23.0 53.5 34.3 33.2 15.3 38.8 24.6
Old : 41.8 23.0 53.5 34.3 33.2 15.3 38.8 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2013