VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 11, 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 : 409,743: 56,401 164,355 83,609 246,042 134,426 386,052 382,390: 23,691 27,353
Old : 409,743: 56,401 164,355 83,609 246,042 134,426 386,052 382,390: 23,691 27,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2012 :
: 13,612: 1,674 -156 5,097 15,540 17,249 22,311 22,190: -8,699 -8,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 40.1 20.4 60.0 32.8 94.2 93.3: 5.8 6.7
Old : 100.0: 13.8 40.1 20.4 60.0 32.8 94.2 93.3: 5.8 6.7
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 : 178: 58 62 75 37 40 142 142:
Old : 178: 58 62 75 37 40 142 142:
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 : 45.0 37.1 54.6 48.9 30.3 23.8 35.0 31.2
Old : 45.0 37.1 54.6 48.9 30.3 23.8 35.0 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 14, 2012