VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 93,493: 519 13,871 2,024 77,935 63,560 80,478 79,455: 13,015 14,038
Old : 93,493: 519 13,871 2,024 77,935 63,560 80,478 79,455: 13,015 14,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 8,667: -892 1,097 399 7,942 5,344 7,449 6,840: 1,218 1,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 14.8 2.2 83.4 68.0 86.1 85.0: 13.9 15.0
Old : 100.0: 0.6 14.8 2.2 83.4 68.0 86.1 85.0: 13.9 15.0
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 : 42: 2 13 7 20 23 29 36:
Old : 42: 2 13 7 20 23 29 36:
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 : 79.0 37.1 82.1 56.0 68.2 32.0 69.0 45.9
Old : 79.0 37.1 82.1 56.0 68.2 32.0 69.0 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 6, 2010