VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 409,106: 93,691 188,880 71,850 213,036 118,323 378,577 379,053: 30,529 30,053
Old : 409,106: 93,691 188,880 71,850 213,036 118,323 378,577 379,053: 30,529 30,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2013 :
: -16,664: -10,367 -3,318 2,486 -7,242 -17,669 -15,123 -18,501: -1,541 1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 46.2 17.6 52.1 28.9 92.5 92.7: 7.5 7.3
Old : 100.0: 22.9 46.2 17.6 52.1 28.9 92.5 92.7: 7.5 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 : 158: 52 59 66 35 32 129 125:
Old : 158: 52 59 66 35 32 129 125:
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 : 41.9 30.6 53.7 43.2 35.3 26.6 40.9 35.3
Old : 41.9 30.6 53.7 43.2 35.3 26.6 40.9 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 1, 2013