VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 3, 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 : 334,634: 85,520 121,544 43,434 179,464 143,080 308,418 308,058: 26,216 26,576
Old : 334,634: 85,520 121,544 43,434 179,464 143,080 308,418 308,058: 26,216 26,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 26, 2012 :
: 24,867: -3,671 8,145 4,499 18,131 9,014 18,959 21,658: 5,908 3,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 36.3 13.0 53.6 42.8 92.2 92.1: 7.8 7.9
Old : 100.0: 25.6 36.3 13.0 53.6 42.8 92.2 92.1: 7.8 7.9
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 : 132: 34 58 54 29 33 99 115:
Old : 132: 34 58 54 29 33 99 115:
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 : 50.6 33.9 64.0 48.7 45.6 26.5 52.5 36.8
Old : 50.6 33.9 64.0 48.7 45.6 26.5 52.5 36.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 3, 2012