VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 16, 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 : 455,094: 109,747 199,445 70,943 244,699 150,900 425,389 421,288: 29,705 33,806
Old : 455,094: 109,747 199,445 70,943 244,699 150,900 425,389 421,288: 29,705 33,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: 16,379: -14,007 6,038 2,369 25,776 4,770 14,138 13,177: 2,241 3,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 43.8 15.6 53.8 33.2 93.5 92.6: 6.5 7.4
Old : 100.0: 24.1 43.8 15.6 53.8 33.2 93.5 92.6: 6.5 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 : 178: 58 72 81 37 34 145 146:
Old : 178: 58 72 81 37 34 145 146:
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 : 46.5 30.4 58.7 44.2 34.3 20.8 41.6 29.2
Old : 46.5 30.4 58.7 44.2 34.3 20.8 41.6 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 19, 2013