VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 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 : 431,265: 70,467 162,570 73,458 255,792 165,187 399,717 401,215: 31,548 30,050
Old : 431,265: 70,467 162,570 73,458 255,792 165,187 399,717 401,215: 31,548 30,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 24,307: -3,128 4,106 4,475 23,216 16,989 24,563 25,570: -256 -1,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 37.7 17.0 59.3 38.3 92.7 93.0: 7.3 7.0
Old : 100.0: 16.3 37.7 17.0 59.3 38.3 92.7 93.0: 7.3 7.0
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 : 163: 41 74 80 32 37 127 148:
Old : 163: 41 74 80 32 37 127 148:
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 37.8 59.1 47.9 35.3 22.1 39.7 31.3
Old : 49.6 37.8 59.1 47.9 35.3 22.1 39.7 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 21, 2012