VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 322,529: 86,237 103,771 41,182 171,956 150,304 299,375 295,257: 23,154 27,272
Old : 322,529: 86,237 103,771 41,182 171,956 150,304 299,375 295,257: 23,154 27,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 12,017: 9,325 522 8,502 -4,428 5,563 13,399 14,587: -1,382 -2,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 32.2 12.8 53.3 46.6 92.8 91.5: 7.2 8.5
Old : 100.0: 26.7 32.2 12.8 53.3 46.6 92.8 91.5: 7.2 8.5
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 : 129: 31 58 53 27 35 94 115:
Old : 129: 31 58 53 27 35 94 115:
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 : 50.6 27.1 65.4 41.1 48.6 20.5 54.1 29.8
Old : 50.6 27.1 65.4 41.1 48.6 20.5 54.1 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 13, 2012