VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 23, 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 : 381,591: 95,340 165,713 72,352 189,942 117,041 357,634 355,106: 23,957 26,485
Old : 381,591: 95,340 165,713 72,352 189,942 117,041 357,634 355,106: 23,957 26,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: -73,503: -14,407 -33,732 1,409 -54,757 -33,859 -67,755 -66,182: -5,748 -7,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 43.4 19.0 49.8 30.7 93.7 93.1: 6.3 6.9
Old : 100.0: 25.0 43.4 19.0 49.8 30.7 93.7 93.1: 6.3 6.9
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 : 161: 53 60 75 32 33 129 135:
Old : 161: 53 60 75 32 33 129 135:
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 : 45.9 31.6 56.9 46.2 34.5 22.2 40.7 31.1
Old : 45.9 31.6 56.9 46.2 34.5 22.2 40.7 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 26, 2013