VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, February 22, 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 : 162,568: 15,556 26,658 34,377 90,494 84,477 140,427 145,512: 22,141 17,056
Old : 162,568: 15,556 26,658 34,377 90,494 84,477 140,427 145,512: 22,141 17,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -16,023: -6,392 -4,045 -4,433 -7,675 -12,417 -18,500 -20,895: 2,477 4,872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 16.4 21.1 55.7 52.0 86.4 89.5: 13.6 10.5
Old : 100.0: 9.6 16.4 21.1 55.7 52.0 86.4 89.5: 13.6 10.5
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 : 101: 30 27 36 27 30 81 81:
Old : 101: 30 27 36 27 30 81 81:
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 : 49.7 27.8 59.5 45.7 32.5 21.8 35.5 30.9
Old : 49.7 27.8 59.5 45.7 32.5 21.8 35.5 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 25, 2011