VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 8, 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 : 326,785: 74,427 111,036 41,220 186,530 148,740 302,177 300,996: 24,608 25,789
Old : 326,785: 74,427 111,036 41,220 186,530 148,740 302,177 300,996: 24,608 25,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 1, 2012 :
: 7,992: -11,834 -3,170 3,389 13,179 3,248 4,734 3,467: 3,258 4,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 34.0 12.6 57.1 45.5 92.5 92.1: 7.5 7.9
Old : 100.0: 22.8 34.0 12.6 57.1 45.5 92.5 92.1: 7.5 7.9
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 56 56 30 38 97 120:
Old : 131: 28 56 56 30 38 97 120:
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 : 52.8 30.2 65.8 45.5 45.6 24.0 51.7 32.2
Old : 52.8 30.2 65.8 45.5 45.6 24.0 51.7 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 11, 2012