VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, July 19, 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 : 227,512: 24,064 40,606 47,870 122,952 110,669 194,886 199,145: 32,626 28,367
Old : 227,512: 24,064 40,606 47,870 122,952 110,669 194,886 199,145: 32,626 28,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 12, 2011 :
: -2,531: -4,719 -8,949 2,520 -3,158 2,834 -5,357 -3,595: 2,826 1,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 17.8 21.0 54.0 48.6 85.7 87.5: 14.3 12.5
Old : 100.0: 10.6 17.8 21.0 54.0 48.6 85.7 87.5: 14.3 12.5
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 : 125: 43 30 61 28 27 107 103:
Old : 125: 43 30 61 28 27 107 103:
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 : 37.7 27.1 45.6 38.6 27.4 20.0 31.6 27.9
Old : 37.7 27.1 45.6 38.6 27.4 20.0 31.6 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2011