VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 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 : 462,170: 93,929 176,295 80,138 258,607 176,870 432,674 433,303: 29,496 28,867
Old : 462,170: 93,929 176,295 80,138 258,607 176,870 432,674 433,303: 29,496 28,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2013 :
: 51,644: 16,878 16,064 9,721 23,441 23,454 50,040 49,239: 1,604 2,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 38.1 17.3 56.0 38.3 93.6 93.8: 6.4 6.2
Old : 100.0: 20.3 38.1 17.3 56.0 38.3 93.6 93.8: 6.4 6.2
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 : 191: 68 67 77 38 40 150 151:
Old : 191: 68 67 77 38 40 150 151:
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 : 40.5 31.3 49.5 45.1 26.1 21.1 31.6 30.7
Old : 40.5 31.3 49.5 45.1 26.1 21.1 31.6 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 18, 2013