VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 23, 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 : 376,801: 67,021 157,118 60,072 223,991 132,887 351,084 350,077: 25,717 26,724
Old : 376,801: 67,021 157,118 60,072 223,991 132,887 351,084 350,077: 25,717 26,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -48,176: -5,932 -3,253 -8,486 -32,883 -36,784 -47,301 -48,523: -875 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 41.7 15.9 59.4 35.3 93.2 92.9: 6.8 7.1
Old : 100.0: 17.8 41.7 15.9 59.4 35.3 93.2 92.9: 6.8 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 : 158: 53 57 64 34 37 125 129:
Old : 158: 53 57 64 34 37 125 129:
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 : 50.6 33.5 61.1 45.3 37.4 22.3 41.3 29.4
Old : 50.6 33.5 61.1 45.3 37.4 22.3 41.3 29.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 26, 2012