VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 6, 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 : 271,074: 84,036 91,666 25,853 139,824 130,679 249,713 248,198: 21,361 22,876
Old : 271,074: 84,036 91,666 25,853 139,824 130,679 249,713 248,198: 21,361 22,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 34,546: 9,801 7,948 4,639 19,996 20,776 34,436 33,363: 110 1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 33.8 9.5 51.6 48.2 92.1 91.6: 7.9 8.4
Old : 100.0: 31.0 33.8 9.5 51.6 48.2 92.1 91.6: 7.9 8.4
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 : 122: 30 42 41 33 37 91 100:
Old : 122: 30 42 41 33 37 91 100:
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 : 56.6 25.1 68.9 41.4 56.2 21.3 62.4 34.8
Old : 56.6 25.1 68.9 41.4 56.2 21.3 62.4 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2012