VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 31, 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 : 171,354: 29,280 47,556 30,539 89,068 73,148 148,887 151,243: 22,467 20,111
Old : 171,354: 29,280 47,556 30,539 89,068 73,148 148,887 151,243: 22,467 20,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 24, 2012 :
: 19,732: 4,184 4,711 -8,718 9,596 7,019 5,062 3,012: 14,670 16,720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 27.8 17.8 52.0 42.7 86.9 88.3: 13.1 11.7
Old : 100.0: 17.1 27.8 17.8 52.0 42.7 86.9 88.3: 13.1 11.7
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 : 80: 24 23 30 25 21 65 62:
Old : 80: 24 23 30 25 21 65 62:
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 : 41.7 28.8 55.8 47.7 32.7 19.0 37.9 27.9
Old : 41.7 28.8 55.8 47.7 32.7 19.0 37.9 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 3, 2012