VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, June 28, 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 : 212,119: 20,344 43,244 50,015 118,697 98,860 189,056 192,119: 23,063 20,000
Old : 212,119: 20,344 43,244 50,015 118,697 98,860 189,056 192,119: 23,063 20,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2011 :
: -3,452: -132 170 2,862 -4,017 -3,624 -1,287 -592: -2,165 -2,860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 20.4 23.6 56.0 46.6 89.1 90.6: 10.9 9.4
Old : 100.0: 9.6 20.4 23.6 56.0 46.6 89.1 90.6: 10.9 9.4
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 : 124: 32 38 60 28 28 106 103:
Old : 124: 32 38 60 28 28 106 103:
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 : 42.0 32.6 50.9 44.0 36.5 26.6 40.8 34.5
Old : 42.0 32.6 50.9 44.0 36.5 26.6 40.8 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2011