VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 17, 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 : 350,768: 72,230 133,282 51,910 201,251 140,594 325,391 325,786: 25,377 24,982
Old : 350,768: 72,230 133,282 51,910 201,251 140,594 325,391 325,786: 25,377 24,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 10, 2012 :
: 16,425: -8,933 7,638 6,174 15,433 679 12,674 14,491: 3,751 1,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 38.0 14.8 57.4 40.1 92.8 92.9: 7.2 7.1
Old : 100.0: 20.6 38.0 14.8 57.4 40.1 92.8 92.9: 7.2 7.1
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 : 147: 43 61 67 30 34 115 127:
Old : 147: 43 61 67 30 34 115 127:
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 : 50.0 39.2 62.3 51.5 41.0 27.3 46.6 35.9
Old : 50.0 39.2 62.3 51.5 41.0 27.3 46.6 35.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 20, 2012