VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, March 12, 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 : 434,750: 121,340 189,698 77,997 222,197 152,239 421,534 419,934: 13,216 14,816 Old : 434,750: 121,340 189,698 77,997 222,197 152,239 421,534 419,934: 13,216 14,816 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 5, 2013 : : 20,873: 18,808 7,023 10,515 4,741 16,854 34,064 34,392: -13,191 -13,519 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 43.6 17.9 51.1 35.0 97.0 96.6: 3.0 3.4 Old : 100.0: 27.9 43.6 17.9 51.1 35.0 97.0 96.6: 3.0 3.4 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 : 180: 62 68 74 40 38 143 146: Old : 180: 62 68 74 40 38 143 146: 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 : 43.8 30.6 56.2 45.0 35.5 22.0 42.3 32.9 Old : 43.8 30.6 56.2 45.0 35.5 22.0 42.3 32.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 15, 2013