VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 24, 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 : 235,640: 25,608 45,959 46,329 141,437 124,811 213,374 217,099: 22,266 18,541
Old : 235,640: 25,608 45,959 46,329 141,437 124,811 213,374 217,099: 22,266 18,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 17, 2011 :
: -8,541: -4,748 8,369 1,160 1,224 -16,715 -2,364 -7,185: -6,177 -1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 19.5 19.7 60.0 53.0 90.6 92.1: 9.4 7.9
Old : 100.0: 10.9 19.5 19.7 60.0 53.0 90.6 92.1: 9.4 7.9
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 : 124: 43 34 56 25 25 108 96:
Old : 124: 43 34 56 25 25 108 96:
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 : 45.7 33.8 52.6 47.3 34.5 27.6 38.8 36.0
Old : 45.7 33.8 52.6 47.3 34.5 27.6 38.8 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2011