VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 463,432: 114,635 199,035 78,801 238,480 150,843 431,916 428,679: 31,516 34,753
Old : 463,432: 114,635 199,035 78,801 238,480 150,843 431,916 428,679: 31,516 34,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 12, 2013 :
: 28,682: -6,705 9,337 804 16,283 -1,396 10,382 8,745: 18,300 19,937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 42.9 17.0 51.5 32.5 93.2 92.5: 6.8 7.5
Old : 100.0: 24.7 42.9 17.0 51.5 32.5 93.2 92.5: 6.8 7.5
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 : 182: 57 74 72 37 38 141 145:
Old : 182: 57 74 72 37 38 141 145:
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 : 43.0 29.9 55.0 42.6 33.4 20.9 39.7 29.4
Old : 43.0 29.9 55.0 42.6 33.4 20.9 39.7 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 22, 2013