VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, February 21, 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 : 204,578: 64,836 69,514 18,906 100,056 98,141 183,798 186,561: 20,780 18,017
Old : 204,578: 64,836 69,514 18,906 100,056 98,141 183,798 186,561: 20,780 18,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -4,976: 21,155 8,288 -8,121 -12,342 -2,570 692 -2,403: -5,668 -2,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 34.0 9.2 48.9 48.0 89.8 91.2: 10.2 8.8
Old : 100.0: 31.7 34.0 9.2 48.9 48.0 89.8 91.2: 10.2 8.8
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 : 96: 30 26 25 26 28 70 71:
Old : 96: 30 26 25 26 28 70 71:
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 : 53.2 30.4 67.6 49.3 50.8 25.4 56.0 41.2
Old : 53.2 30.4 67.6 49.3 50.8 25.4 56.0 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2012