VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, July 10, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 334,343: 81,163 125,644 45,736 185,818 139,915 312,717 311,295: 21,626 23,048 Old : 334,343: 81,163 125,644 45,736 185,818 139,915 312,717 311,295: 21,626 23,048 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 3, 2012 : : -291: -4,357 4,100 2,302 6,354 -3,165 4,299 3,237: -4,590 -3,528 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 37.6 13.7 55.6 41.8 93.5 93.1: 6.5 6.9 Old : 100.0: 24.3 37.6 13.7 55.6 41.8 93.5 93.1: 6.5 6.9 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 : 141: 38 56 58 33 37 109 121: Old : 141: 38 56 58 33 37 109 121: 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 : 51.1 34.5 63.5 49.1 44.5 26.4 51.1 36.7 Old : 51.1 34.5 63.5 49.1 44.5 26.4 51.1 36.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2012