VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 330,194: 53,748 142,783 58,589 198,956 107,540 311,293 308,912: 18,901 21,282
Old : 330,194: 53,748 142,783 58,589 198,956 107,540 311,293 308,912: 18,901 21,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: -68,049: -711 -6,714 -13,560 -46,396 -39,166 -60,667 -59,440: -7,382 -8,609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 43.2 17.7 60.3 32.6 94.3 93.6: 5.7 6.4
Old : 100.0: 16.3 43.2 17.7 60.3 32.6 94.3 93.6: 5.7 6.4
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 : 146: 50 52 58 32 30 116 114:
Old : 146: 50 52 58 32 30 116 114:
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 : 49.6 37.0 57.8 51.3 33.7 26.8 39.2 36.2
Old : 49.6 37.0 57.8 51.3 33.7 26.8 39.2 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2012