VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 31, 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 : 312,880: 64,995 126,237 49,280 177,092 114,875 291,367 290,392: 21,513 22,488
Old : 312,880: 64,995 126,237 49,280 177,092 114,875 291,367 290,392: 21,513 22,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 24, 2012 :
: -11,176: -4,723 -11,957 -2,075 -260 4,489 -7,058 -9,543: -4,118 -1,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 40.3 15.8 56.6 36.7 93.1 92.8: 6.9 7.2
Old : 100.0: 20.8 40.3 15.8 56.6 36.7 93.1 92.8: 6.9 7.2
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 : 128: 31 58 47 27 31 93 107:
Old : 128: 31 58 47 27 31 93 107:
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 : 50.9 34.7 64.9 49.0 46.3 26.0 51.9 37.1
Old : 50.9 34.7 64.9 49.0 46.3 26.0 51.9 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 3, 2012