VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 7, 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 : 191,134: 37,035 55,511 31,653 99,796 85,841 168,484 173,005: 22,650 18,129
Old : 191,134: 37,035 55,511 31,653 99,796 85,841 168,484 173,005: 22,650 18,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 31, 2012 :
: 19,780: 7,755 7,955 1,114 10,728 12,693 19,597 21,762: 183 -1,982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 29.0 16.6 52.2 44.9 88.1 90.5: 11.9 9.5
Old : 100.0: 19.4 29.0 16.6 52.2 44.9 88.1 90.5: 11.9 9.5
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: 33 28 32 28 23 77 70:
Old : 96: 33 28 32 28 23 77 70:
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 : 43.7 29.1 57.0 47.5 35.6 19.8 40.1 29.7
Old : 43.7 29.1 57.0 47.5 35.6 19.8 40.1 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 10, 2012