VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 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 : 236,528: 74,235 83,718 21,214 119,828 109,903 215,277 214,835: 21,251 21,693
Old : 236,528: 74,235 83,718 21,214 119,828 109,903 215,277 214,835: 21,251 21,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 31,950: 9,399 14,204 2,308 19,772 11,762 31,479 28,274: 471 3,676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 35.4 9.0 50.7 46.5 91.0 90.8: 9.0 9.2
Old : 100.0: 31.4 35.4 9.0 50.7 46.5 91.0 90.8: 9.0 9.2
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 : 106: 28 34 27 27 33 73 82:
Old : 106: 28 34 27 27 33 73 82:
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 : 50.2 27.5 68.2 46.1 49.6 23.6 60.2 39.2
Old : 50.2 27.5 68.2 46.1 49.6 23.6 60.2 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2012