VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 403,608: 82,924 140,962 68,035 220,049 163,499 371,008 372,496: 32,600 31,112
Old : 403,608: 82,924 140,962 68,035 220,049 163,499 371,008 372,496: 32,600 31,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2012 :
: 38,779: 7,056 2,012 14,075 18,504 17,487 39,635 33,574: -856 5,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 34.9 16.9 54.5 40.5 91.9 92.3: 8.1 7.7
Old : 100.0: 20.5 34.9 16.9 54.5 40.5 91.9 92.3: 8.1 7.7
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 : 158: 46 66 66 33 39 122 134:
Old : 158: 46 66 66 33 39 122 134:
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 : 48.0 33.1 59.2 46.3 38.8 22.5 44.3 33.1
Old : 48.0 33.1 59.2 46.3 38.8 22.5 44.3 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 24, 2012