VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 382,416: 68,372 139,175 75,200 212,319 142,383 355,891 356,758: 26,525 25,658
Old : 382,416: 68,372 139,175 75,200 212,319 142,383 355,891 356,758: 26,525 25,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2012 :
: -1,807: 2,793 -12,764 1,132 -5,298 11,621 -1,373 -11: -434 -1,796
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 36.4 19.7 55.5 37.2 93.1 93.3: 6.9 6.7
Old : 100.0: 17.9 36.4 19.7 55.5 37.2 93.1 93.3: 6.9 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 : 167: 56 62 65 36 36 131 131:
Old : 167: 56 62 65 36 36 131 131:
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 : 46.0 32.8 56.3 45.7 33.6 20.1 37.7 28.7
Old : 46.0 32.8 56.3 45.7 33.6 20.1 37.7 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2012