VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 5, 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 : 212,404: 31,149 47,189 45,602 111,161 99,048 187,912 191,839: 24,492 20,565
Old : 212,404: 31,149 47,189 45,602 111,161 99,048 187,912 191,839: 24,492 20,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 28, 2011 :
: 176: 10,805 3,945 -4,413 -7,603 151 -1,211 -317: 1,387 494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 22.2 21.5 52.3 46.6 88.5 90.3: 11.5 9.7
Old : 100.0: 14.7 22.2 21.5 52.3 46.6 88.5 90.3: 11.5 9.7
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 : 126: 46 33 58 27 26 109 99:
Old : 126: 46 33 58 27 26 109 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 : 38.2 26.9 47.1 40.5 32.9 21.7 37.4 31.2
Old : 38.2 26.9 47.1 40.5 32.9 21.7 37.4 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2011