VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 14, 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 : 364,829: 75,868 138,950 53,960 201,545 146,012 331,373 338,922: 33,456 25,907
Old : 364,829: 75,868 138,950 53,960 201,545 146,012 331,373 338,922: 33,456 25,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 7, 2012 :
: 28,927: -1,303 11,694 1,918 17,113 13,276 17,728 26,888: 11,199 2,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 38.1 14.8 55.2 40.0 90.8 92.9: 9.2 7.1
Old : 100.0: 20.8 38.1 14.8 55.2 40.0 90.8 92.9: 9.2 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 : 149: 44 63 61 32 35 114 126:
Old : 149: 44 63 61 32 35 114 126:
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 : 47.4 35.3 59.2 48.5 41.5 26.6 47.7 37.4
Old : 47.4 35.3 59.2 48.5 41.5 26.6 47.7 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 17, 2012