VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, June 5, 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 : 277,015: 66,414 85,618 39,449 149,950 130,213 255,813 255,280: 21,202 21,735
Old : 277,015: 66,414 85,618 39,449 149,950 130,213 255,813 255,280: 21,202 21,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2012 :
: 4,427: 4,111 -316 2,814 -2,552 632 4,373 3,130: 54 1,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 30.9 14.2 54.1 47.0 92.3 92.2: 7.7 7.8
Old : 100.0: 24.0 30.9 14.2 54.1 47.0 92.3 92.2: 7.7 7.8
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 : 126: 29 53 47 32 37 96 109:
Old : 126: 29 53 47 32 37 96 109:
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 : 48.9 24.5 60.0 39.9 45.3 22.4 51.5 31.6
Old : 48.9 24.5 60.0 39.9 45.3 22.4 51.5 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 8, 2012