VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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 : 181,042: 18,538 28,241 33,868 108,255 102,793 160,661 164,902: 20,381 16,140
Old : 181,042: 18,538 28,241 33,868 108,255 102,793 160,661 164,902: 20,381 16,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 20,635: 489 810 1,306 18,001 17,755 19,796 19,871: 839 764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 15.6 18.7 59.8 56.8 88.7 91.1: 11.3 8.9
Old : 100.0: 10.2 15.6 18.7 59.8 56.8 88.7 91.1: 11.3 8.9
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 : 98: 31 24 41 25 29 78 84:
Old : 98: 31 24 41 25 29 78 84:
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 : 52.4 35.8 61.4 50.7 38.0 28.2 41.9 37.5
Old : 52.4 35.8 61.4 50.7 38.0 28.2 41.9 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2011