VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 363,883: 100,800 115,343 39,668 192,260 175,687 332,728 330,698: 31,155 33,185
Old : 363,883: 100,800 115,343 39,668 192,260 175,687 332,728 330,698: 31,155 33,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 54,930: 15,114 13,246 5,258 25,179 25,971 45,551 44,475: 9,379 10,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 31.7 10.9 52.8 48.3 91.4 90.9: 8.6 9.1
Old : 100.0: 27.7 31.7 10.9 52.8 48.3 91.4 90.9: 8.6 9.1
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 : 147: 33 61 56 37 41 109 129:
Old : 147: 33 61 56 37 41 109 129:
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 : 52.4 26.8 67.3 40.9 50.1 17.9 57.1 29.6
Old : 52.4 26.8 67.3 40.9 50.1 17.9 57.1 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2012