VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 272,588: 62,303 85,934 36,635 152,502 129,581 251,440 252,150: 21,148 20,438
Old : 272,588: 62,303 85,934 36,635 152,502 129,581 251,440 252,150: 21,148 20,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2012 :
: -15,047: -8,584 -9,415 -510 -7,483 -7,962 -16,577 -17,887: 1,530 2,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 31.5 13.4 55.9 47.5 92.2 92.5: 7.8 7.5
Old : 100.0: 22.9 31.5 13.4 55.9 47.5 92.2 92.5: 7.8 7.5
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: 33 49 51 32 37 97 113:
Old : 128: 33 49 51 32 37 97 113:
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 28.2 62.5 44.3 44.4 25.3 49.8 34.7
Old : 50.6 28.2 62.5 44.3 44.4 25.3 49.8 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2012