VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 14, 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 : 209,554: 43,681 61,226 27,027 112,398 100,711 183,106 188,964: 26,448 20,590
Old : 209,554: 43,681 61,226 27,027 112,398 100,711 183,106 188,964: 26,448 20,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 7, 2012 :
: 18,420: 6,646 5,715 -4,626 12,602 14,870 14,622 15,959: 3,798 2,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 29.2 12.9 53.6 48.1 87.4 90.2: 12.6 9.8
Old : 100.0: 20.8 29.2 12.9 53.6 48.1 87.4 90.2: 12.6 9.8
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 : 95: 28 26 27 31 29 75 72:
Old : 95: 28 26 27 31 29 75 72:
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 : 47.5 29.1 60.4 47.4 41.4 20.8 46.7 31.9
Old : 47.5 29.1 60.4 47.4 41.4 20.8 46.7 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 17, 2012