VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 425,770: 104,058 192,198 69,364 220,278 135,992 393,700 397,554: 32,070 28,216
Old : 425,770: 104,058 192,198 69,364 220,278 135,992 393,700 397,554: 32,070 28,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 12, 2013 :
: -19,549: 14,578 10,274 -5,672 -23,413 -18,559 -14,507 -13,957: -5,042 -5,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 45.1 16.3 51.7 31.9 92.5 93.4: 7.5 6.6
Old : 100.0: 24.4 45.1 16.3 51.7 31.9 92.5 93.4: 7.5 6.6
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 : 174: 62 63 64 38 33 135 134:
Old : 174: 62 63 64 38 33 135 134:
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 : 43.7 35.2 54.9 49.2 33.6 25.6 39.2 35.2
Old : 43.7 35.2 54.9 49.2 33.6 25.6 39.2 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 22, 2013