VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 3, 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 : 215,051: 28,803 40,403 41,541 118,679 116,723 189,023 198,668: 26,029 16,384
Old : 215,051: 28,803 40,403 41,541 118,679 116,723 189,023 198,668: 26,029 16,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2011 :
: 21,942: 1,533 4,897 4,648 11,937 8,383 18,118 17,928: 3,825 4,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 18.8 19.3 55.2 54.3 87.9 92.4: 12.1 7.6
Old : 100.0: 13.4 18.8 19.3 55.2 54.3 87.9 92.4: 12.1 7.6
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 : 122: 41 34 52 27 27 105 93:
Old : 122: 41 34 52 27 27 105 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 : 39.3 32.6 47.3 46.3 31.2 28.4 35.5 37.4
Old : 39.3 32.6 47.3 46.3 31.2 28.4 35.5 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2011