VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 4, 2012
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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 : 367,377: 75,560 142,887 66,356 199,105 131,954 341,021 341,197: 26,356 26,180
Old : 367,377: 75,560 142,887 66,356 199,105 131,954 341,021 341,197: 26,356 26,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2012 :
: 7,442: -3,155 -177 2,969 4,890 3,769 4,704 6,561: 2,738 881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 38.9 18.1 54.2 35.9 92.8 92.9: 7.2 7.1
Old : 100.0: 20.6 38.9 18.1 54.2 35.9 92.8 92.9: 7.2 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 : 157: 38 71 69 30 37 115 141:
Old : 157: 38 71 69 30 37 115 141:
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 : 49.8 30.5 60.6 42.0 44.3 22.2 49.7 32.0
Old : 49.8 30.5 60.6 42.0 44.3 22.2 49.7 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2012