VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 227,572: 24,064 40,606 47,870 122,960 110,669 194,894 199,145: 32,677 28,427 Old : 227,572: 24,064 40,606 47,870 122,960 110,669 194,894 199,145: 32,677 28,427 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -2,582: -4,719 -8,949 2,520 -3,239 2,814 -5,438 -3,615: 2,856 1,033 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.6 17.8 21.0 54.0 48.6 85.6 87.5: 14.4 12.5 Old : 100.0: 10.6 17.8 21.0 54.0 48.6 85.6 87.5: 14.4 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 31.5 27.9 Old : 37.7 27.1 45.6 38.6 27.4 20.0 31.5 27.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2011