VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 7, 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 : 405,092: 115,836 172,886 90,074 173,292 113,371 379,202 376,331: 25,890 28,761
Old : 405,092: 115,836 172,886 90,074 173,292 113,371 379,202 376,331: 25,890 28,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 30, 2013 :
: 17,009: 11,463 4,178 4,877 -624 7,954 15,716 17,009: 1,293 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 42.7 22.2 42.8 28.0 93.6 92.9: 6.4 7.1
Old : 100.0: 28.6 42.7 22.2 42.8 28.0 93.6 92.9: 6.4 7.1
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 : 168: 53 65 71 36 34 129 141:
Old : 168: 53 65 71 36 34 129 141:
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 : 41.8 29.2 56.8 41.6 34.8 19.8 41.3 28.1
Old : 41.8 29.2 56.8 41.6 34.8 19.8 41.3 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 10, 2013