VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, July 26, 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 : 220,533: 20,482 36,411 51,124 116,692 101,800 188,298 189,335: 32,235 31,198
Old : 220,533: 20,482 36,411 51,124 116,692 101,800 188,298 189,335: 32,235 31,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -6,979: -3,582 -4,195 3,254 -6,260 -8,869 -6,588 -9,810: -391 2,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 16.5 23.2 52.9 46.2 85.4 85.9: 14.6 14.1
Old : 100.0: 9.3 16.5 23.2 52.9 46.2 85.4 85.9: 14.6 14.1
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 : 122: 41 29 58 26 25 105 98:
Old : 122: 41 29 58 26 25 105 98:
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 : 36.1 28.1 44.1 39.7 25.2 20.3 28.4 26.1
Old : 36.1 28.1 44.1 39.7 25.2 20.3 28.4 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2011