VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 5, 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 : 413,877: 102,532 182,675 67,482 217,456 135,385 387,470 385,542: 26,407 28,335
Old : 413,877: 102,532 182,675 67,482 217,456 135,385 387,470 385,542: 26,407 28,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2013 :
: 4,771: 8,841 -6,205 -4,368 4,420 17,062 8,893 6,489: -4,122 -1,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 44.1 16.3 52.5 32.7 93.6 93.2: 6.4 6.8
Old : 100.0: 24.8 44.1 16.3 52.5 32.7 93.6 93.2: 6.4 6.8
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 : 167: 59 59 68 36 33 133 131:
Old : 167: 59 59 68 36 33 133 131:
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 : 43.0 31.3 54.8 44.8 35.8 24.0 41.7 33.8
Old : 43.0 31.3 54.8 44.8 35.8 24.0 41.7 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 8, 2013