VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 390,364: 69,032 160,918 60,534 236,373 144,015 365,939 365,467: 24,425 24,897
Old : 390,364: 69,032 160,918 60,534 236,373 144,015 365,939 365,467: 24,425 24,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2012 :
: -3,238: -8,277 -11,587 -1,020 8,850 9,774 -447 -2,833: -2,791 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 41.2 15.5 60.6 36.9 93.7 93.6: 6.3 6.4
Old : 100.0: 17.7 41.2 15.5 60.6 36.9 93.7 93.6: 6.3 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 : 157: 43 62 71 37 41 124 139:
Old : 157: 43 62 71 37 41 124 139:
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 : 52.7 37.1 61.4 48.4 39.6 22.6 44.5 32.8
Old : 52.7 37.1 61.4 48.4 39.6 22.6 44.5 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 5, 2012