VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 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 : 188,987: 29,647 27,091 37,090 98,836 107,442 165,573 171,623: 23,414 17,364
Old : 188,987: 29,647 27,091 37,090 98,836 107,442 165,573 171,623: 23,414 17,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 7,699: 1,082 2,976 3,324 312 -1,960 4,718 4,340: 2,981 3,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 14.3 19.6 52.3 56.9 87.6 90.8: 12.4 9.2
Old : 100.0: 15.7 14.3 19.6 52.3 56.9 87.6 90.8: 12.4 9.2
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 : 113: 39 31 45 28 29 94 89:
Old : 113: 39 31 45 28 29 94 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 : 40.8 35.6 50.2 51.7 25.6 29.5 30.3 37.3
Old : 40.8 35.6 50.2 51.7 25.6 29.5 30.3 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 15, 2011