VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 220,604: 20,482 36,411 51,124 116,699 101,801 188,305 189,336: 32,299 31,268
Old : 220,604: 20,482 36,411 51,124 116,699 101,801 188,305 189,336: 32,299 31,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -6,968: -3,582 -4,195 3,254 -6,261 -8,868 -6,589 -9,809: -379 2,841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 16.5 23.2 52.9 46.1 85.4 85.8: 14.6 14.2
Old : 100.0: 9.3 16.5 23.2 52.9 46.1 85.4 85.8: 14.6 14.2
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 : 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 20.2 28.4 26.1
Old : 36.1 28.1 44.1 39.7 25.2 20.2 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