VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 13, 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 : 165,892: 16,631 33,806 38,682 95,107 76,863 150,420 149,351: 15,472 16,541
Old : 165,892: 16,631 33,806 38,682 95,107 76,863 150,420 149,351: 15,472 16,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 6, 2011 :
: -306: -3,848 -1,612 4,692 1,549 -2,167 2,393 913: -2,699 -1,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 20.4 23.3 57.3 46.3 90.7 90.0: 9.3 10.0
Old : 100.0: 10.0 20.4 23.3 57.3 46.3 90.7 90.0: 9.3 10.0
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 : 107: 25 32 50 29 30 94 91:
Old : 107: 25 32 50 29 30 94 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 : 33.6 31.8 46.3 44.7 23.7 23.9 30.6 30.5
Old : 33.6 31.8 46.3 44.7 23.7 23.9 30.6 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 16, 2011