VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 193,109: 27,270 35,506 36,894 106,742 108,341 170,905 180,740: 22,204 12,369
Old : 193,109: 27,270 35,506 36,894 106,742 108,341 170,905 180,740: 22,204 12,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -21,815: -2,988 1,815 -2,065 -16,485 -18,030 -21,537 -18,279: -277 -3,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 18.4 19.1 55.3 56.1 88.5 93.6: 11.5 6.4
Old : 100.0: 14.1 18.4 19.1 55.3 56.1 88.5 93.6: 11.5 6.4
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 : 114: 38 32 46 23 24 94 85:
Old : 114: 38 32 46 23 24 94 85:
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 : 43.6 37.1 51.3 51.6 32.9 32.3 38.1 41.8
Old : 43.6 37.1 51.3 51.6 32.9 32.3 38.1 41.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2011