VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 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 : 199,173: 26,095 26,926 58,248 91,513 91,657 175,856 176,831: 23,317 22,342
Old : 199,173: 26,095 26,926 58,248 91,513 91,657 175,856 176,831: 23,317 22,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 118: 1,294 1,782 7,443 -10,802 -8,731 -2,065 494: 2,183 -376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 13.5 29.2 45.9 46.0 88.3 88.8: 11.7 11.2
Old : 100.0: 13.1 13.5 29.2 45.9 46.0 88.3 88.8: 11.7 11.2
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 : 111: 38 20 59 30 30 103 96:
Old : 111: 38 20 59 30 30 103 96:
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 : 25.1 36.7 37.3 45.7 16.0 22.1 21.5 27.5
Old : 25.1 36.7 37.3 45.7 16.0 22.1 21.5 27.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2011