VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 2011
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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 : 213,494: 22,960 32,901 55,898 106,172 96,484 185,030 185,283: 28,464 28,211
Old : 213,494: 22,960 32,901 55,898 106,172 96,484 185,030 185,283: 28,464 28,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -7,110: 2,478 -3,510 4,774 -10,527 -5,317 -3,275 -4,053: -3,835 -3,057
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 15.4 26.2 49.7 45.2 86.7 86.8: 13.3 13.2
Old : 100.0: 10.8 15.4 26.2 49.7 45.2 86.7 86.8: 13.3 13.2
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 : 124: 40 27 63 27 25 110 100:
Old : 124: 40 27 63 27 25 110 100:
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 : 31.9 28.3 40.4 39.2 21.8 19.0 25.5 25.3
Old : 31.9 28.3 40.4 39.2 21.8 19.0 25.5 25.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2011