VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 181,288: 28,565 24,115 33,766 98,524 109,402 160,855 167,283: 20,433 14,005
Old : 181,288: 28,565 24,115 33,766 98,524 109,402 160,855 167,283: 20,433 14,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -2,771: 3,855 3,506 -689 -5,569 -4,202 -2,403 -1,385: -368 -1,386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 13.3 18.6 54.3 60.3 88.7 92.3: 11.3 7.7
Old : 100.0: 15.8 13.3 18.6 54.3 60.3 88.7 92.3: 11.3 7.7
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 : 109: 41 29 40 26 26 90 82:
Old : 109: 41 29 40 26 26 90 82:
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 : 41.5 39.1 51.6 56.2 26.8 33.7 31.8 41.6
Old : 41.5 39.1 51.6 56.2 26.8 33.7 31.8 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2011