VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 2, 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 : 419,124: 126,718 194,991 68,342 197,668 125,226 392,728 388,559: 26,396 30,565
Old : 419,124: 126,718 194,991 68,342 197,668 125,226 392,728 388,559: 26,396 30,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 26, 2013 :
: 9,377: 1,217 5,907 2,520 5,632 672 9,369 9,099: 8 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 46.5 16.3 47.2 29.9 93.7 92.7: 6.3 7.3
Old : 100.0: 30.2 46.5 16.3 47.2 29.9 93.7 92.7: 6.3 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 : 174: 56 62 71 37 35 141 134:
Old : 174: 56 62 71 37 35 141 134:
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 : 43.3 30.3 55.3 43.5 36.0 23.5 42.6 32.6
Old : 43.3 30.3 55.3 43.5 36.0 23.5 42.6 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 5, 2013