VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 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