VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, April 2, 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 : 419,124: 126,718 194,991 68,342 197,668 125,226 392,728 388,559: 26,396 30,565 Old : 419,124: 126,718 194,991 68,342 197,668 125,226 392,728 388,559: 26,396 30,565 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2013 : : 9,377: 1,217 5,907 2,520 5,632 672 9,369 9,099: 8 278 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.2 46.5 16.3 47.2 29.9 93.7 92.7: 6.3 7.3 Old : 100.0: 30.2 46.5 16.3 47.2 29.9 93.7 92.7: 6.3 7.3 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 : 174: 56 62 71 37 35 141 134: Old : 174: 56 62 71 37 35 141 134: 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 : 43.3 30.3 55.3 43.5 36.0 23.5 42.6 32.6 Old : 43.3 30.3 55.3 43.5 36.0 23.5 42.6 32.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 5, 2013