VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, April 26, 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 : 193,067: 27,271 35,506 36,892 106,708 108,334 170,871 180,732: 22,196 12,335
Old : 193,067: 27,271 35,506 36,892 106,708 108,334 170,871 180,732: 22,196 12,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -21,853: -2,986 1,815 -2,066 -16,519 -18,033 -21,571 -18,284: -282 -3,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 18.4 19.1 55.3 56.1 88.5 93.6: 11.5 6.4
Old : 100.0: 14.1 18.4 19.1 55.3 56.1 88.5 93.6: 11.5 6.4
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 : 114: 38 32 45 23 23 94 83:
Old : 114: 38 32 45 23 23 94 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 : 43.7 37.1 51.3 51.6 32.9 32.3 38.1 41.8
Old : 43.7 37.1 51.3 51.6 32.9 32.3 38.1 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2011