VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 99,473: 811 12,780 6,805 80,908 67,231 88,524 86,816: 10,949 12,657
Old : 99,473: 811 12,780 6,805 80,908 67,231 88,524 86,816: 10,949 12,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 4,253: 0 -1,993 3,765 3,274 4,850 7,039 6,622: -2,786 -2,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 12.8 6.8 81.3 67.6 89.0 87.3: 11.0 12.7
Old : 100.0: 0.8 12.8 6.8 81.3 67.6 89.0 87.3: 11.0 12.7
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 : 54: 4 21 15 22 23 40 47:
Old : 54: 4 21 15 22 23 40 47:
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 : 77.4 30.1 82.3 47.7 72.2 27.2 73.2 42.7
Old : 77.4 30.1 82.3 47.7 72.2 27.2 73.2 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 3, 2010