VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, July 12, 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 : 230,043: 28,783 49,555 45,350 126,110 107,835 200,243 202,740: 29,800 27,303
Old : 230,043: 28,783 49,555 45,350 126,110 107,835 200,243 202,740: 29,800 27,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2011 :
: 17,748: -2,366 2,366 -252 15,049 8,795 12,431 10,909: 5,317 6,839
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 21.5 19.7 54.8 46.9 87.0 88.1: 13.0 11.9
Old : 100.0: 12.5 21.5 19.7 54.8 46.9 87.0 88.1: 13.0 11.9
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: 44 30 57 28 26 107 99:
Old : 125: 44 30 57 28 26 107 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 : 39.6 27.6 48.5 40.2 32.9 22.6 38.1 30.4
Old : 39.6 27.6 48.5 40.2 32.9 22.6 38.1 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2011