VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 30, 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 : 388,083: 104,373 168,708 85,197 173,916 105,417 363,486 359,322: 24,597 28,761
Old : 388,083: 104,373 168,708 85,197 173,916 105,417 363,486 359,322: 24,597 28,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 23, 2013 :
: 6,492: 9,033 2,995 12,845 -16,026 -11,624 5,852 4,216: 640 2,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 43.5 22.0 44.8 27.2 93.7 92.6: 6.3 7.4
Old : 100.0: 26.9 43.5 22.0 44.8 27.2 93.7 92.6: 6.3 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 : 165: 54 63 76 36 34 134 140:
Old : 165: 54 63 76 36 34 134 140:
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 : 42.9 30.2 56.4 44.1 35.3 21.5 41.5 30.3
Old : 42.9 30.2 56.4 44.1 35.3 21.5 41.5 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 3, 2013