VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 359,429: 94,898 154,053 75,119 168,762 105,610 338,779 334,782: 20,650 24,647
Old : 359,429: 94,898 154,053 75,119 168,762 105,610 338,779 334,782: 20,650 24,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2013 :
: 3,028: -2,237 25,322 -3,764 9,021 -18,329 3,020 3,229: 8 -201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 42.9 20.9 47.0 29.4 94.3 93.1: 5.7 6.9
Old : 100.0: 26.4 42.9 20.9 47.0 29.4 94.3 93.1: 5.7 6.9
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: 46 76 71 33 30 123 139:
Old : 166: 46 76 71 33 30 123 139:
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 : 43.1 27.0 55.7 41.0 35.5 19.5 40.6 29.4
Old : 43.1 27.0 55.7 41.0 35.5 19.5 40.6 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 26, 2013