VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 308,953: 85,686 102,097 34,410 167,081 149,716 287,177 286,223: 21,776 22,730
Old : 308,953: 85,686 102,097 34,410 167,081 149,716 287,177 286,223: 21,776 22,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 37,879: 1,650 10,431 8,557 27,257 19,037 37,464 38,025: 415 -146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 33.0 11.1 54.1 48.5 93.0 92.6: 7.0 7.4
Old : 100.0: 27.7 33.0 11.1 54.1 48.5 93.0 92.6: 7.0 7.4
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 : 143: 39 52 51 37 40 108 119:
Old : 143: 39 52 51 37 40 108 119:
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 : 50.5 26.0 63.4 41.7 49.6 19.4 56.4 32.8
Old : 50.5 26.0 63.4 41.7 49.6 19.4 56.4 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2012