VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 343,374: 102,276 104,942 46,566 168,293 163,852 317,135 315,360: 26,239 28,014
Old : 343,374: 102,276 104,942 46,566 168,293 163,852 317,135 315,360: 26,239 28,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2012 :
: 35,870: 18,321 7,765 4,691 9,547 20,413 32,559 32,869: 3,311 3,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 30.6 13.6 49.0 47.7 92.4 91.8: 7.6 8.2
Old : 100.0: 29.8 30.6 13.6 49.0 47.7 92.4 91.8: 7.6 8.2
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 : 141: 37 56 58 36 37 111 121:
Old : 141: 37 56 58 36 37 111 121:
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 : 44.7 29.2 58.6 44.7 41.7 22.6 47.1 32.9
Old : 44.7 29.2 58.6 44.7 41.7 22.6 47.1 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 22, 2012