VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 105,469: 811 17,908 3,788 86,708 65,373 91,307 87,069: 14,162 18,400
Old : 105,469: 811 17,908 3,788 86,708 65,373 91,307 87,069: 14,162 18,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 5,099: 171 2,033 312 4,736 766 5,219 3,111: -120 1,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 17.0 3.6 82.2 62.0 86.6 82.6: 13.4 17.4
Old : 100.0: 0.8 17.0 3.6 82.2 62.0 86.6 82.6: 13.4 17.4
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 : 52: 4 20 13 24 25 40 46:
Old : 52: 4 20 13 24 25 40 46:
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 30.2 81.9 47.4 67.3 26.2 68.2 39.8
Old : 77.9 30.2 81.9 47.4 67.3 26.2 68.2 39.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 20, 2010