VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 214,924: 30,257 33,691 38,958 123,227 126,370 192,442 199,019: 22,481 15,905
Old : 214,924: 30,257 33,691 38,958 123,227 126,370 192,442 199,019: 22,481 15,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 25,937: 610 6,600 1,868 24,391 18,928 26,869 27,396: -933 -1,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 15.7 18.1 57.3 58.8 89.5 92.6: 10.5 7.4
Old : 100.0: 14.1 15.7 18.1 57.3 58.8 89.5 92.6: 10.5 7.4
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 : 121: 46 30 48 26 30 100 93:
Old : 121: 46 30 48 26 30 100 93:
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 : 43.9 37.6 52.8 54.1 29.8 32.6 34.7 39.6
Old : 43.9 37.6 52.8 54.1 29.8 32.6 34.7 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 22, 2011