VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 20, 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 : 444,632: 105,400 221,717 81,894 232,444 114,177 419,738 417,788: 24,894 26,844
Old : 444,632: 105,400 221,717 81,894 232,444 114,177 419,738 417,788: 24,894 26,844
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 13, 2013 :
: 3,046: -959 2,214 3,855 2,744 -2,139 5,640 3,930: -2,594 -884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 49.9 18.4 52.3 25.7 94.4 94.0: 5.6 6.0
Old : 100.0: 23.7 49.9 18.4 52.3 25.7 94.4 94.0: 5.6 6.0
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 : 182: 52 79 76 37 39 134 156:
Old : 182: 52 79 76 37 39 134 156:
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 : 40.9 29.7 53.7 41.5 32.2 25.1 38.2 34.9
Old : 40.9 29.7 53.7 41.5 32.2 25.1 38.2 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 23, 2013