VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, July 5, 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 : 212,295: 31,149 47,189 45,602 111,061 99,040 187,812 191,831: 24,483 20,464
Old : 212,295: 31,149 47,189 45,602 111,061 99,040 187,812 191,831: 24,483 20,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 176: 10,805 3,945 -4,413 -7,636 180 -1,244 -288: 1,420 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 22.2 21.5 52.3 46.7 88.5 90.4: 11.5 9.6
Old : 100.0: 14.7 22.2 21.5 52.3 46.7 88.5 90.4: 11.5 9.6
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 : 126: 46 33 58 27 26 109 99:
Old : 126: 46 33 58 27 26 109 99:
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 : 38.2 26.9 47.1 40.6 33.0 21.7 37.5 31.2
Old : 38.2 26.9 47.1 40.6 33.0 21.7 37.5 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2011