VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 361,488: 60,987 143,200 66,354 216,020 131,881 343,361 341,435: 18,127 20,053
Old : 361,488: 60,987 143,200 66,354 216,020 131,881 343,361 341,435: 18,127 20,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2012 :
: -15,313: -6,034 -13,918 6,282 -7,971 -1,006 -7,723 -8,642: -7,590 -6,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 39.6 18.4 59.8 36.5 95.0 94.5: 5.0 5.5
Old : 100.0: 16.9 39.6 18.4 59.8 36.5 95.0 94.5: 5.0 5.5
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 : 161: 50 62 63 37 38 130 128:
Old : 161: 50 62 63 37 38 130 128:
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 : 50.7 35.6 60.6 48.2 36.3 22.3 40.2 29.5
Old : 50.7 35.6 60.6 48.2 36.3 22.3 40.2 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 2, 2012