VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 425,350: 94,623 182,685 63,606 235,698 144,742 393,927 391,033: 31,423 34,317
Old : 425,350: 94,623 182,685 63,606 235,698 144,742 393,927 391,033: 31,423 34,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2013 :
: -36,820: 694 6,390 -16,532 -22,909 -32,128 -38,747 -42,270: 1,927 5,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 42.9 15.0 55.4 34.0 92.6 91.9: 7.4 8.1
Old : 100.0: 22.2 42.9 15.0 55.4 34.0 92.6 91.9: 7.4 8.1
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 : 189: 69 63 73 42 38 151 145:
Old : 189: 69 63 73 42 38 151 145:
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 : 40.2 31.5 49.9 46.1 26.9 22.5 33.1 33.1
Old : 40.2 31.5 49.9 46.1 26.9 22.5 33.1 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 25, 2013