VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 307,504: 83,955 97,177 41,875 158,746 143,439 284,576 282,491: 22,928 25,013
Old : 307,504: 83,955 97,177 41,875 158,746 143,439 284,576 282,491: 22,928 25,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2012 :
: 30,489: 17,541 11,559 2,426 8,796 13,226 28,763 27,211: 1,726 3,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 31.6 13.6 51.6 46.6 92.5 91.9: 7.5 8.1
Old : 100.0: 27.3 31.6 13.6 51.6 46.6 92.5 91.9: 7.5 8.1
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 : 129: 30 51 49 35 38 100 112:
Old : 129: 30 51 49 35 38 100 112:
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 : 46.4 26.1 60.5 41.2 45.1 22.4 50.9 32.4
Old : 46.4 26.1 60.5 41.2 45.1 22.4 50.9 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 15, 2012