VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 409,747: 125,501 189,084 65,822 192,036 124,554 383,359 379,460: 26,388 30,287
Old : 409,747: 125,501 189,084 65,822 192,036 124,554 383,359 379,460: 26,388 30,287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 19, 2013 :
: -53,685: 10,866 -9,951 -12,979 -46,444 -26,289 -48,557 -49,219: -5,128 -4,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 46.1 16.1 46.9 30.4 93.6 92.6: 6.4 7.4
Old : 100.0: 30.6 46.1 16.1 46.9 30.4 93.6 92.6: 6.4 7.4
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 : 172: 59 65 71 34 30 136 134:
Old : 172: 59 65 71 34 30 136 134:
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 : 44.6 31.8 55.6 44.5 36.2 24.0 42.7 33.1
Old : 44.6 31.8 55.6 44.5 36.2 24.0 42.7 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 29, 2013