VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 166,998: 20,506 35,546 38,016 88,255 72,199 146,777 145,761: 20,221 21,237
Old : 166,998: 20,506 35,546 38,016 88,255 72,199 146,777 145,761: 20,221 21,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: -32,175: -5,589 8,620 -20,232 -3,258 -19,458 -29,079 -31,070: -3,096 -1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 21.3 22.8 52.8 43.2 87.9 87.3: 12.1 12.7
Old : 100.0: 12.3 21.3 22.8 52.8 43.2 87.9 87.3: 12.1 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 : 104: 28 26 52 24 24 91 86:
Old : 104: 28 26 52 24 24 91 86:
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 : 33.2 33.6 42.7 45.0 27.9 28.4 35.6 35.4
Old : 33.2 33.6 42.7 45.0 27.9 28.4 35.6 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2011