VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 22, 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 : 170,224: 18,275 15,494 34,458 100,023 104,062 152,756 154,014: 17,468 16,210
Old : 170,224: 18,275 15,494 34,458 100,023 104,062 152,756 154,014: 17,468 16,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -23,984: -291 -12,095 -2,954 -16,224 -6,943 -19,469 -21,992: -4,514 -1,991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 9.1 20.2 58.8 61.1 89.7 90.5: 10.3 9.5
Old : 100.0: 10.7 9.1 20.2 58.8 61.1 89.7 90.5: 10.3 9.5
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 : 93: 33 21 40 23 25 80 75:
Old : 93: 33 21 40 23 25 80 75:
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 : 50.4 44.9 60.3 59.9 30.9 31.2 34.9 37.3
Old : 50.4 44.9 60.3 59.9 30.9 31.2 34.9 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2011