VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, May 3, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 215,008: 28,803 40,403 41,541 118,641 116,718 188,985 198,662: 26,023 16,346
Old : 215,008: 28,803 40,403 41,541 118,641 116,718 188,985 198,662: 26,023 16,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 21,941: 1,532 4,897 4,649 11,933 8,384 18,114 17,930: 3,827 4,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 18.8 19.3 55.2 54.3 87.9 92.4: 12.1 7.6
Old : 100.0: 13.4 18.8 19.3 55.2 54.3 87.9 92.4: 12.1 7.6
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 : 122: 41 34 51 27 27 105 92:
Old : 122: 41 34 51 27 27 105 92:
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 : 39.3 32.6 47.3 46.3 31.2 28.4 35.6 37.4
Old : 39.3 32.6 47.3 46.3 31.2 28.4 35.6 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2011