VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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 : 382,955: 93,201 203,423 75,351 191,446 78,744 359,998 357,518: 22,957 25,437
Old : 382,955: 93,201 203,423 75,351 191,446 78,744 359,998 357,518: 22,957 25,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 20, 2013 :
: -61,677: -12,199 -18,294 -6,543 -40,998 -35,433 -59,740 -60,270: -1,937 -1,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 53.1 19.7 50.0 20.6 94.0 93.4: 6.0 6.6
Old : 100.0: 24.3 53.1 19.7 50.0 20.6 94.0 93.4: 6.0 6.6
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 : 164: 46 68 64 38 32 123 133:
Old : 164: 46 68 64 38 32 123 133:
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 : 41.6 31.6 53.7 42.1 36.3 26.4 43.1 34.6
Old : 41.6 31.6 53.7 42.1 36.3 26.4 43.1 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 30, 2013