VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, August 30, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 162,292: 21,671 35,068 38,616 87,934 74,284 148,221 147,968: 14,071 14,324
Old : 162,292: 21,671 35,068 38,616 87,934 74,284 148,221 147,968: 14,071 14,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 23, 2011 :
: -4,706: 1,165 -478 600 -321 2,085 1,444 2,207: -6,150 -6,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 21.6 23.8 54.2 45.8 91.3 91.2: 8.7 8.8
Old : 100.0: 13.4 21.6 23.8 54.2 45.8 91.3 91.2: 8.7 8.8
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 : 103: 34 22 47 28 24 93 80:
Old : 103: 34 22 47 28 24 93 80:
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 : 31.5 36.1 42.4 48.4 25.7 29.6 32.9 37.0
Old : 31.5 36.1 42.4 48.4 25.7 29.6 32.9 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 2, 2011