VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 356,401: 97,135 128,731 78,883 159,741 123,939 335,759 331,553: 20,642 24,848
Old : 356,401: 97,135 128,731 78,883 159,741 123,939 335,759 331,553: 20,642 24,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: 20,474: -2,803 9,228 4,347 24,704 9,898 26,248 23,473: -5,774 -2,999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 36.1 22.1 44.8 34.8 94.2 93.0: 5.8 7.0
Old : 100.0: 27.3 36.1 22.1 44.8 34.8 94.2 93.0: 5.8 7.0
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 : 166: 45 76 75 33 35 126 144:
Old : 166: 45 76 75 33 35 126 144:
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 : 42.0 24.8 54.2 37.1 29.3 16.0 35.2 25.4
Old : 42.0 24.8 54.2 37.1 29.3 16.0 35.2 25.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 19, 2013