VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 340,437: 81,491 98,439 44,444 188,646 167,785 314,581 310,668: 25,856 29,769
Old : 340,437: 81,491 98,439 44,444 188,646 167,785 314,581 310,668: 25,856 29,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: 17,908: -4,746 -5,332 3,262 16,690 17,481 15,206 15,411: 2,702 2,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 28.9 13.1 55.4 49.3 92.4 91.3: 7.6 8.7
Old : 100.0: 23.9 28.9 13.1 55.4 49.3 92.4 91.3: 7.6 8.7
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 : 126: 27 56 53 29 36 93 115:
Old : 126: 27 56 53 29 36 93 115:
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 : 51.0 29.2 64.3 43.5 43.0 19.0 48.6 28.2
Old : 51.0 29.2 64.3 43.5 43.0 19.0 48.6 28.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 20, 2012