VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 25, 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 : 393,602: 77,309 172,505 61,554 227,523 134,241 366,386 368,300: 27,216 25,302
Old : 393,602: 77,309 172,505 61,554 227,523 134,241 366,386 368,300: 27,216 25,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: -37,663: 6,842 9,935 -11,904 -28,269 -30,946 -33,331 -32,915: -4,332 -4,748
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 43.8 15.6 57.8 34.1 93.1 93.6: 6.9 6.4
Old : 100.0: 19.6 43.8 15.6 57.8 34.1 93.1 93.6: 6.9 6.4
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 : 166: 47 69 71 34 37 127 141:
Old : 166: 47 69 71 34 37 127 141:
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 : 51.8 35.2 60.8 48.0 40.6 24.6 45.5 34.5
Old : 51.8 35.2 60.8 48.0 40.6 24.6 45.5 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 28, 2012