VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 404,089: 69,628 157,751 70,106 239,698 150,686 379,432 378,543: 24,657 25,546
Old : 404,089: 69,628 157,751 70,106 239,698 150,686 379,432 378,543: 24,657 25,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2012 :
: 13,725: 596 -3,167 9,572 3,325 6,671 13,493 13,076: 232 649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 39.0 17.3 59.3 37.3 93.9 93.7: 6.1 6.3
Old : 100.0: 17.2 39.0 17.3 59.3 37.3 93.9 93.7: 6.1 6.3
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 : 163: 49 63 76 35 38 135 137:
Old : 163: 49 63 76 35 38 135 137:
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 : 50.7 35.4 59.4 46.6 36.2 20.3 40.4 29.8
Old : 50.7 35.4 59.4 46.6 36.2 20.3 40.4 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 12, 2012