VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, March 1, 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 : 160,389: 18,049 27,431 32,562 90,241 85,036 140,852 145,029: 19,537 15,360
Old : 160,389: 18,049 27,431 32,562 90,241 85,036 140,852 145,029: 19,537 15,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 22, 2011 :
: -2,179: 2,493 773 -1,815 -253 559 425 -483: -2,604 -1,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 17.1 20.3 56.3 53.0 87.8 90.4: 12.2 9.6
Old : 100.0: 11.3 17.1 20.3 56.3 53.0 87.8 90.4: 12.2 9.6
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 : 100: 30 27 39 24 28 78 83:
Old : 100: 30 27 39 24 28 78 83:
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 30.0 59.1 46.8 35.3 24.3 38.9 36.1
Old : 49.7 30.0 59.1 46.8 35.3 24.3 38.9 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 4, 2011