VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, March 27, 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 : 304,339: 78,891 108,518 30,384 172,225 138,420 281,500 277,322: 22,839 27,017
Old : 304,339: 78,891 108,518 30,384 172,225 138,420 281,500 277,322: 22,839 27,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -59,544: -21,909 -6,825 -9,284 -20,035 -37,267 -51,228 -53,376: -8,316 -6,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 35.7 10.0 56.6 45.5 92.5 91.1: 7.5 8.9
Old : 100.0: 25.9 35.7 10.0 56.6 45.5 92.5 91.1: 7.5 8.9
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 : 119: 26 51 43 27 33 83 104:
Old : 119: 26 51 43 27 33 83 104:
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 : 53.8 28.6 68.7 44.3 50.3 21.1 57.4 33.4
Old : 53.8 28.6 68.7 44.3 50.3 21.1 57.4 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2012