VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 310,512: 76,912 103,249 32,680 176,384 144,741 285,976 280,670: 24,536 29,842
Old : 310,512: 76,912 103,249 32,680 176,384 144,741 285,976 280,670: 24,536 29,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 6,173: -1,979 -5,269 2,296 4,159 6,321 4,476 3,348: 1,697 2,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 33.3 10.5 56.8 46.6 92.1 90.4: 7.9 9.6
Old : 100.0: 24.8 33.3 10.5 56.8 46.6 92.1 90.4: 7.9 9.6
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 : 125: 32 52 49 30 36 92 112:
Old : 125: 32 52 49 30 36 92 112:
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 27.4 65.2 41.4 46.8 20.5 53.1 30.6
Old : 50.5 27.4 65.2 41.4 46.8 20.5 53.1 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2012