VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, January 11, 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 : 148,913: 8,847 30,245 28,069 93,165 74,780 130,081 133,094: 18,832 15,819
Old : 148,913: 8,847 30,245 28,069 93,165 74,780 130,081 133,094: 18,832 15,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: -172: 3,390 3,396 -1,848 446 1,969 1,988 3,517: -2,160 -3,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 20.3 18.8 62.6 50.2 87.4 89.4: 12.6 10.6
Old : 100.0: 5.9 20.3 18.8 62.6 50.2 87.4 89.4: 12.6 10.6
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 : 89: 19 26 32 30 34 71 78:
Old : 89: 19 26 32 30 34 71 78:
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 : 53.9 28.7 61.6 41.3 44.0 21.1 46.0 29.3
Old : 53.9 28.7 61.6 41.3 44.0 21.1 46.0 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 14, 2011