VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 27, 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 : 375,098: 61,190 156,014 68,225 221,927 125,375 351,342 349,614: 23,756 25,484
Old : 375,098: 61,190 156,014 68,225 221,927 125,375 351,342 349,614: 23,756 25,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2012 :
: -43,283: -16,532 422 -5,658 -20,902 -38,200 -43,092 -43,436: -191 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 41.6 18.2 59.2 33.4 93.7 93.2: 6.3 6.8
Old : 100.0: 16.3 41.6 18.2 59.2 33.4 93.7 93.2: 6.3 6.8
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 : 164: 50 61 63 38 37 130 128:
Old : 164: 50 61 63 38 37 130 128:
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 : 49.1 34.0 57.4 46.9 35.9 22.0 40.8 30.3
Old : 49.1 34.0 57.4 46.9 35.9 22.0 40.8 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 5, 2012