VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 4, 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 : 396,131: 54,727 164,511 78,512 230,502 117,177 363,741 360,200: 32,390 35,931
Old : 396,131: 54,727 164,511 78,512 230,502 117,177 363,741 360,200: 32,390 35,931
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2012 :
: 21,033: -6,463 8,497 10,287 8,575 -8,198 12,399 10,586: 8,634 10,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 41.5 19.8 58.2 29.6 91.8 90.9: 8.2 9.1
Old : 100.0: 13.8 41.5 19.8 58.2 29.6 91.8 90.9: 8.2 9.1
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 : 168: 57 57 68 40 39 138 132:
Old : 168: 57 57 68 40 39 138 132:
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 : 43.8 34.6 53.3 47.0 32.1 24.0 36.8 30.8
Old : 43.8 34.6 53.3 47.0 32.1 24.0 36.8 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 7, 2012