VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 424,977: 72,953 160,371 68,558 256,874 169,671 398,385 398,600: 26,592 26,377
Old : 424,977: 72,953 160,371 68,558 256,874 169,671 398,385 398,600: 26,592 26,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2012 :
: 20,888: 3,325 2,620 -1,548 17,176 18,985 18,953 20,057: 1,935 831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 37.7 16.1 60.4 39.9 93.7 93.8: 6.3 6.2
Old : 100.0: 17.2 37.7 16.1 60.4 39.9 93.7 93.8: 6.3 6.2
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 : 170: 53 62 79 38 40 140 145:
Old : 170: 53 62 79 38 40 140 145:
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 : 47.6 36.6 58.7 48.1 31.9 19.5 37.3 28.5
Old : 47.6 36.6 58.7 48.1 31.9 19.5 37.3 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2007