VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 334,343: 81,163 125,644 45,736 185,818 139,915 312,717 311,295: 21,626 23,048
Old : 334,343: 81,163 125,644 45,736 185,818 139,915 312,717 311,295: 21,626 23,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2012 :
: -291: -4,357 4,100 2,302 6,354 -3,165 4,299 3,237: -4,590 -3,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 37.6 13.7 55.6 41.8 93.5 93.1: 6.5 6.9
Old : 100.0: 24.3 37.6 13.7 55.6 41.8 93.5 93.1: 6.5 6.9
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 : 141: 38 56 58 33 37 109 121:
Old : 141: 38 56 58 33 37 109 121:
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 : 51.1 34.5 63.5 49.1 44.5 26.4 51.1 36.7
Old : 51.1 34.5 63.5 49.1 44.5 26.4 51.1 36.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2012