VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 384,223: 65,579 151,939 74,068 217,617 130,762 357,264 356,769: 26,959 27,454
Old : 384,223: 65,579 151,939 74,068 217,617 130,762 357,264 356,769: 26,959 27,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2012 :
: 22,735: 4,592 8,739 7,714 1,597 -1,119 13,903 15,334: 8,832 7,401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 39.5 19.3 56.6 34.0 93.0 92.9: 7.0 7.1
Old : 100.0: 17.1 39.5 19.3 56.6 34.0 93.0 92.9: 7.0 7.1
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 : 156: 50 57 60 35 40 124 125:
Old : 156: 50 57 60 35 40 124 125:
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 : 47.8 33.3 57.7 45.4 35.5 21.6 39.7 29.5
Old : 47.8 33.3 57.7 45.4 35.5 21.6 39.7 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 9, 2012