VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, April 3, 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 : 310,512: 76,912 103,249 32,680 176,384 144,741 285,976 280,670: 24,536 29,842 Old : 310,512: 76,912 103,249 32,680 176,384 144,741 285,976 280,670: 24,536 29,842 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 27, 2012 : : 6,173: -1,979 -5,269 2,296 4,159 6,321 4,476 3,348: 1,697 2,825 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.8 33.3 10.5 56.8 46.6 92.1 90.4: 7.9 9.6 Old : 100.0: 24.8 33.3 10.5 56.8 46.6 92.1 90.4: 7.9 9.6 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 : 125: 32 52 49 30 36 92 112: Old : 125: 32 52 49 30 36 92 112: 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 : 50.5 27.4 65.2 41.4 46.8 20.5 53.1 30.6 Old : 50.5 27.4 65.2 41.4 46.8 20.5 53.1 30.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2012