VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, August 24, 2010
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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 : 95,220: 811 14,773 3,040 77,634 62,381 81,485 80,194: 13,735 15,026
Old : 95,220: 811 14,773 3,040 77,634 62,381 81,485 80,194: 13,735 15,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -10,249: 0 -3,135 -748 -9,074 -2,992 -9,822 -6,875: -427 -3,374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 15.5 3.2 81.5 65.5 85.6 84.2: 14.4 15.8
Old : 100.0: 0.9 15.5 3.2 81.5 65.5 85.6 84.2: 14.4 15.8
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 : 54: 4 22 13 18 24 34 48:
Old : 54: 4 22 13 18 24 34 48:
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 : 77.9 29.0 81.7 45.6 71.1 27.0 72.1 41.9
Old : 77.9 29.0 81.7 45.6 71.1 27.0 72.1 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 27, 2010