VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 7, 2012
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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 : 335,902: 77,171 127,256 52,042 184,432 132,736 313,645 312,034: 22,257 23,868
Old : 335,902: 77,171 127,256 52,042 184,432 132,736 313,645 312,034: 22,257 23,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 31, 2012 :
: 23,022: 12,176 1,019 2,762 7,340 17,861 22,278 21,642: 744 1,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 37.9 15.5 54.9 39.5 93.4 92.9: 6.6 7.1
Old : 100.0: 23.0 37.9 15.5 54.9 39.5 93.4 92.9: 6.6 7.1
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 : 143: 40 62 63 28 34 109 125:
Old : 143: 40 62 63 28 34 109 125:
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 : 48.7 34.6 62.6 47.7 42.1 24.7 48.4 35.0
Old : 48.7 34.6 62.6 47.7 42.1 24.7 48.4 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 10, 2012