VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 406,958: 73,595 158,464 68,983 232,576 148,198 375,154 375,645: 31,804 31,313
Old : 406,958: 73,595 158,464 68,983 232,576 148,198 375,154 375,645: 31,804 31,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2012 :
: 39,581: -1,965 15,577 2,627 33,471 16,244 34,133 34,448: 5,448 5,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 38.9 17.0 57.1 36.4 92.2 92.3: 7.8 7.7
Old : 100.0: 18.1 38.9 17.0 57.1 36.4 92.2 92.3: 7.8 7.7
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 : 160: 38 72 72 31 39 121 142:
Old : 160: 38 72 72 31 39 121 142:
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 : 50.2 33.9 59.5 44.7 41.2 21.9 45.4 31.3
Old : 50.2 33.9 59.5 44.7 41.2 21.9 45.4 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2012