VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, February 5, 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 : 429,820: 78,302 186,163 81,048 240,712 135,301 400,062 402,512: 29,758 27,308 Old : 429,820: 78,302 186,163 81,048 240,712 135,301 400,062 402,512: 29,758 27,308 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2013 : : 5,650: -6,933 -3,356 7,835 5,741 1,948 6,643 6,427: -993 -777 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.2 43.3 18.9 56.0 31.5 93.1 93.6: 6.9 6.4 Old : 100.0: 18.2 43.3 18.9 56.0 31.5 93.1 93.6: 6.9 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 : 176: 51 74 74 39 34 140 142: Old : 176: 51 74 74 39 34 140 142: 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 : 41.0 33.5 52.2 46.5 28.8 22.8 33.9 31.9 Old : 41.0 33.5 52.2 46.5 28.8 22.8 33.9 31.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 8, 2013