VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 418,381: 77,722 155,592 73,883 242,829 163,575 394,434 393,050: 23,947 25,331
Old : 418,381: 77,722 155,592 73,883 242,829 163,575 394,434 393,050: 23,947 25,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2012 :
: 35,965: 9,350 16,417 -1,317 30,510 21,192 38,543 36,292: -2,578 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 37.2 17.7 58.0 39.1 94.3 93.9: 5.7 6.1
Old : 100.0: 18.6 37.2 17.7 58.0 39.1 94.3 93.9: 5.7 6.1
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 : 179: 64 59 71 41 38 144 138:
Old : 179: 64 59 71 41 38 144 138:
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 : 44.7 33.8 54.3 45.7 28.8 19.1 34.5 28.3
Old : 44.7 33.8 54.3 45.7 28.8 19.1 34.5 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 26, 2012