VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 445,319: 89,480 181,924 75,036 243,691 154,551 408,207 411,511: 37,112 33,808
Old : 445,319: 89,480 181,924 75,036 243,691 154,551 408,207 411,511: 37,112 33,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2013 :
: 15,499: 11,178 -4,239 -6,012 2,979 19,250 8,145 8,999: 7,354 6,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 40.9 16.8 54.7 34.7 91.7 92.4: 8.3 7.6
Old : 100.0: 20.1 40.9 16.8 54.7 34.7 91.7 92.4: 8.3 7.6
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 : 175: 54 71 70 36 33 132 144:
Old : 175: 54 71 70 36 33 132 144:
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 : 40.1 33.7 52.1 45.7 27.8 21.7 33.0 29.6
Old : 40.1 33.7 52.1 45.7 27.8 21.7 33.0 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 15, 2013