VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 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 : 318,793: 86,261 114,206 37,831 173,351 145,492 297,443 297,529: 21,350 21,264
Old : 318,793: 86,261 114,206 37,831 173,351 145,492 297,443 297,529: 21,350 21,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 24, 2012 :
: 18,164: 4,399 12,106 3,868 8,767 2,895 17,034 18,869: 1,130 -705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 35.8 11.9 54.4 45.6 93.3 93.3: 6.7 6.7
Old : 100.0: 27.1 35.8 11.9 54.4 45.6 93.3 93.3: 6.7 6.7
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 : 131: 28 54 52 31 38 95 118:
Old : 131: 28 54 52 31 38 95 118:
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 29.1 65.9 43.8 48.2 24.3 54.7 34.8
Old : 53.1 29.1 65.9 43.8 48.2 24.3 54.7 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 4, 2012