VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, January 29, 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 : 424,170: 85,235 189,519 73,213 234,971 133,353 393,419 396,085: 30,751 28,085
Old : 424,170: 85,235 189,519 73,213 234,971 133,353 393,419 396,085: 30,751 28,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2013 :
: -1,180: -9,388 6,834 9,607 -727 -11,389 -508 5,052: -672 -6,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 44.7 17.3 55.4 31.4 92.8 93.4: 7.2 6.6
Old : 100.0: 20.1 44.7 17.3 55.4 31.4 92.8 93.4: 7.2 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 : 188: 68 62 75 41 36 150 145:
Old : 188: 68 62 75 41 36 150 145:
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 : 39.7 33.0 50.0 46.3 28.9 24.8 33.6 34.3
Old : 39.7 33.0 50.0 46.3 28.9 24.8 33.6 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 1, 2013