VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, May 10, 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 : 228,037: 29,676 41,147 40,290 127,440 126,989 197,406 208,426: 30,631 19,611
Old : 228,037: 29,676 41,147 40,290 127,440 126,989 197,406 208,426: 30,631 19,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2011 :
: 13,029: 873 744 -1,251 8,799 10,271 8,421 9,764: 4,608 3,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 18.0 17.7 55.9 55.7 86.6 91.4: 13.4 8.6
Old : 100.0: 13.0 18.0 17.7 55.9 55.7 86.6 91.4: 13.4 8.6
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 31 47 28 30 102 93:
Old : 122: 41 31 47 28 30 102 93:
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 : 40.9 33.7 48.4 47.8 31.0 29.1 35.2 37.1
Old : 40.9 33.7 48.4 47.8 31.0 29.1 35.2 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2010