VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 9, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 438,715: 123,754 193,407 68,574 218,923 146,130 411,251 408,111: 27,464 30,604 Old : 438,715: 123,754 193,407 68,574 218,923 146,130 411,251 408,111: 27,464 30,604 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 2, 2013 : : 19,591: -2,964 -1,584 232 21,255 20,904 18,523 19,552: 1,068 39 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.2 44.1 15.6 49.9 33.3 93.7 93.0: 6.3 7.0 Old : 100.0: 28.2 44.1 15.6 49.9 33.3 93.7 93.0: 6.3 7.0 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 : 176: 53 68 79 36 34 142 143: Old : 176: 53 68 79 36 34 142 143: 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 : 45.3 31.4 57.8 44.1 36.6 21.8 43.9 31.0 Old : 45.3 31.4 57.8 44.1 36.6 21.8 43.9 31.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 17, 2013