VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 167,414: 10,669 33,905 38,275 99,455 81,623 148,399 153,803: 19,015 13,611
Old : 167,414: 10,669 33,905 38,275 99,455 81,623 148,399 153,803: 19,015 13,611
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 16,195: 52 161 8,012 4,429 6,264 12,492 14,437: 3,702 1,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 20.3 22.9 59.4 48.8 88.6 91.9: 11.4 8.1
Old : 100.0: 6.4 20.3 22.9 59.4 48.8 88.6 91.9: 11.4 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 : 103: 25 30 38 29 35 80 89:
Old : 103: 25 30 38 29 35 80 89:
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 : 49.5 28.4 59.5 42.4 38.3 24.4 41.0 31.9
Old : 49.5 28.4 59.5 42.4 38.3 24.4 41.0 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 4, 2011