VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 2012
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 326,566: 72,640 111,615 47,110 181,176 139,639 300,926 298,364: 25,640 28,202
Old : 326,566: 72,640 111,615 47,110 181,176 139,639 300,926 298,364: 25,640 28,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2012 :
: -219: -1,787 579 5,890 -5,354 -9,101 -1,251 -2,632: 1,032 2,413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 34.2 14.4 55.5 42.8 92.1 91.4: 7.9 8.6
Old : 100.0: 22.2 34.2 14.4 55.5 42.8 92.1 91.4: 7.9 8.6
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 : 138: 31 57 64 34 38 112 123:
Old : 138: 31 57 64 34 38 112 123:
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 : 53.0 30.0 64.8 45.2 44.5 24.2 50.0 32.4
Old : 53.0 30.0 64.8 45.2 44.5 24.2 50.0 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 21, 2012