VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, January 8, 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 : 410,526: 77,051 160,231 70,417 235,166 153,416 382,634 384,064: 27,892 26,462
Old : 410,526: 77,051 160,231 70,417 235,166 153,416 382,634 384,064: 27,892 26,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2012 :
: 84,460: 25,037 29,938 9,274 42,768 39,188 77,079 78,400: 7,381 6,060
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 39.0 17.2 57.3 37.4 93.2 93.6: 6.8 6.4
Old : 100.0: 18.8 39.0 17.2 57.3 37.4 93.2 93.6: 6.8 6.4
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: 63 55 63 33 35 133 125:
Old : 166: 63 55 63 33 35 133 125:
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 : 43.6 31.2 52.3 45.4 29.0 21.2 35.2 31.3
Old : 43.6 31.2 52.3 45.4 29.0 21.2 35.2 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2013