VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 300,629: 81,862 102,100 33,963 164,584 142,597 280,409 278,660: 20,220 21,969
Old : 300,629: 81,862 102,100 33,963 164,584 142,597 280,409 278,660: 20,220 21,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -39,808: 371 3,661 -10,481 -24,062 -25,188 -34,172 -32,008: -5,636 -7,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 34.0 11.3 54.7 47.4 93.3 92.7: 6.7 7.3
Old : 100.0: 27.2 34.0 11.3 54.7 47.4 93.3 92.7: 6.7 7.3
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: 30 51 51 31 37 94 113:
Old : 126: 30 51 51 31 37 94 113:
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 : 53.1 30.1 67.0 44.5 47.9 24.6 54.5 35.0
Old : 53.1 30.1 67.0 44.5 47.9 24.6 54.5 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2012