VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 2010
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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 : 100,370: 640 15,875 3,476 81,972 64,607 86,088 83,958: 14,282 16,412
Old : 100,370: 640 15,875 3,476 81,972 64,607 86,088 83,958: 14,282 16,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 6,877: 121 2,004 1,452 4,037 1,047 5,610 4,503: 1,267 2,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 15.8 3.5 81.7 64.4 85.8 83.6: 14.2 16.4
Old : 100.0: 0.6 15.8 3.5 81.7 64.4 85.8 83.6: 14.2 16.4
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 : 47: 4 16 11 19 24 32 42:
Old : 47: 4 16 11 19 24 32 42:
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 : 78.3 33.6 81.7 51.5 68.2 29.2 69.1 42.9
Old : 78.3 33.6 81.7 51.5 68.2 29.2 69.1 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 13, 2010