VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, May 17, 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 : 244,146: 30,355 37,590 45,169 140,181 141,525 215,705 224,284: 28,441 19,862
Old : 244,146: 30,355 37,590 45,169 140,181 141,525 215,705 224,284: 28,441 19,862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 10, 2011 :
: 16,109: 679 -3,557 4,879 12,741 14,536 18,299 15,858: -2,190 251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 15.4 18.5 57.4 58.0 88.4 91.9: 11.6 8.1
Old : 100.0: 12.4 15.4 18.5 57.4 58.0 88.4 91.9: 11.6 8.1
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 : 127: 46 29 55 29 29 111 98:
Old : 127: 46 29 55 29 29 111 98:
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 : 41.6 36.4 48.2 48.7 28.4 27.2 32.3 34.4
Old : 41.6 36.4 48.2 48.7 28.4 27.2 32.3 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 20, 2011