VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 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 : 287,635: 70,887 95,349 37,145 159,985 137,543 268,017 270,037: 19,618 17,598
Old : 287,635: 70,887 95,349 37,145 159,985 137,543 268,017 270,037: 19,618 17,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 15, 2012 :
: -38,931: -1,753 -16,266 -9,965 -21,191 -2,096 -32,909 -28,327: -6,022 -10,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 33.1 12.9 55.6 47.8 93.2 93.9: 6.8 6.1
Old : 100.0: 24.6 33.1 12.9 55.6 47.8 93.2 93.9: 6.8 6.1
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 : 130: 31 53 49 32 37 96 114:
Old : 130: 31 53 49 32 37 96 114:
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 : 53.8 28.1 67.1 43.3 47.4 24.8 53.6 35.1
Old : 53.8 28.1 67.1 43.3 47.4 24.8 53.6 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2012