VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 28, 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 : 359,935: 78,715 143,064 63,387 194,215 128,185 336,317 334,636: 23,618 25,299
Old : 359,935: 78,715 143,064 63,387 194,215 128,185 336,317 334,636: 23,618 25,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 21, 2012 :
: -43,673: -4,209 2,102 -4,648 -25,834 -35,314 -34,691 -37,860: -8,982 -5,813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 39.7 17.6 54.0 35.6 93.4 93.0: 6.6 7.0
Old : 100.0: 21.9 39.7 17.6 54.0 35.6 93.4 93.0: 6.6 7.0
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 : 151: 36 68 62 30 37 111 132:
Old : 151: 36 68 62 30 37 111 132:
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 : 50.6 30.0 61.7 43.0 46.0 22.8 51.4 33.7
Old : 50.6 30.0 61.7 43.0 46.0 22.8 51.4 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 31, 2012