VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 398,243: 54,459 149,497 72,149 245,352 146,706 371,960 368,352: 26,283 29,891
Old : 398,243: 54,459 149,497 72,149 245,352 146,706 371,960 368,352: 26,283 29,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 11, 2012 :
: -11,500: -1,942 -14,858 -11,460 -690 12,280 -14,092 -14,038: 2,592 2,538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 37.5 18.1 61.6 36.8 93.4 92.5: 6.6 7.5
Old : 100.0: 13.7 37.5 18.1 61.6 36.8 93.4 92.5: 6.6 7.5
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 : 164: 54 59 65 35 39 126 134:
Old : 164: 54 59 65 35 39 126 134:
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 : 45.7 38.2 55.3 50.6 28.3 23.2 33.1 30.9
Old : 45.7 38.2 55.3 50.6 28.3 23.2 33.1 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 21, 2012