VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 184,059: 24,710 20,609 34,455 104,093 113,604 163,258 168,668: 20,801 15,391
Old : 184,059: 24,710 20,609 34,455 104,093 113,604 163,258 168,668: 20,801 15,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 13,836: 6,435 5,115 -3 4,070 9,543 10,502 14,655: 3,334 -819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 11.2 18.7 56.6 61.7 88.7 91.6: 11.3 8.4
Old : 100.0: 13.4 11.2 18.7 56.6 61.7 88.7 91.6: 11.3 8.4
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 : 105: 38 29 40 24 26 88 80:
Old : 105: 38 29 40 24 26 88 80:
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 : 45.7 42.4 55.5 57.9 31.0 36.3 35.2 43.1
Old : 45.7 42.4 55.5 57.9 31.0 36.3 35.2 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2011