VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 12, 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 : 434,750: 121,340 189,698 77,997 222,197 152,239 421,534 419,934: 13,216 14,816
Old : 434,750: 121,340 189,698 77,997 222,197 152,239 421,534 419,934: 13,216 14,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 5, 2013 :
: 20,873: 18,808 7,023 10,515 4,741 16,854 34,064 34,392: -13,191 -13,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 43.6 17.9 51.1 35.0 97.0 96.6: 3.0 3.4
Old : 100.0: 27.9 43.6 17.9 51.1 35.0 97.0 96.6: 3.0 3.4
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 : 180: 62 68 74 40 38 143 146:
Old : 180: 62 68 74 40 38 143 146:
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 : 43.8 30.6 56.2 45.0 35.5 22.0 42.3 32.9
Old : 43.8 30.6 56.2 45.0 35.5 22.0 42.3 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 15, 2013