VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2011
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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 : 199,055: 24,801 25,144 50,805 102,315 100,388 177,921 176,337: 21,134 22,718
Old : 199,055: 24,801 25,144 50,805 102,315 100,388 177,921 176,337: 21,134 22,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -14,439: 1,841 -7,757 -5,093 -3,857 3,904 -7,109 -8,946: -7,330 -5,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 12.6 25.5 51.4 50.4 89.4 88.6: 10.6 11.4
Old : 100.0: 12.5 12.6 25.5 51.4 50.4 89.4 88.6: 10.6 11.4
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 : 108: 37 21 54 29 28 97 91:
Old : 108: 37 21 54 29 28 97 91:
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 : 28.3 31.5 38.8 41.7 17.2 19.0 22.2 25.1
Old : 28.3 31.5 38.8 41.7 17.2 19.0 22.2 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2011