VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 26, 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 : 309,767: 89,191 113,399 38,935 161,333 134,066 289,459 286,400: 20,308 23,367
Old : 309,767: 89,191 113,399 38,935 161,333 134,066 289,459 286,400: 20,308 23,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 19, 2012 :
: -33,607: -13,085 8,457 -7,631 -6,960 -29,786 -27,676 -28,960: -5,931 -4,647
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 36.6 12.6 52.1 43.3 93.4 92.5: 6.6 7.5
Old : 100.0: 28.8 36.6 12.6 52.1 43.3 93.4 92.5: 6.6 7.5
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 58 49 30 32 94 111:
Old : 129: 30 58 49 30 32 94 111:
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 : 51.2 30.0 65.5 46.4 49.1 24.5 56.9 36.9
Old : 51.2 30.0 65.5 46.4 49.1 24.5 56.9 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 29, 2012