VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 324,056: 69,718 138,194 51,355 177,352 110,386 298,425 299,935: 25,631 24,121
Old : 324,056: 69,718 138,194 51,355 177,352 110,386 298,425 299,935: 25,631 24,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2012 :
: -26,712: -2,512 4,912 -555 -23,899 -30,208 -26,966 -25,851: 254 -861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 42.6 15.8 54.7 34.1 92.1 92.6: 7.9 7.4
Old : 100.0: 21.5 42.6 15.8 54.7 34.1 92.1 92.6: 7.9 7.4
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 : 138: 39 61 58 27 30 105 116:
Old : 138: 39 61 58 27 30 105 116:
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 34.8 62.9 48.0 45.4 26.2 50.9 36.9
Old : 50.6 34.8 62.9 48.0 45.4 26.2 50.9 36.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2012