VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 31, 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 : 242,358: 31,558 49,510 50,663 136,402 123,983 218,623 224,156: 23,735 18,202
Old : 242,358: 31,558 49,510 50,663 136,402 123,983 218,623 224,156: 23,735 18,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2011 :
: 6,718: 5,950 3,551 4,334 -5,035 -828 5,249 7,057: 1,468 -339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 20.4 20.9 56.3 51.2 90.2 92.5: 9.8 7.5
Old : 100.0: 13.0 20.4 20.9 56.3 51.2 90.2 92.5: 9.8 7.5
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 : 130: 45 36 63 28 28 115 105:
Old : 130: 45 36 63 28 28 115 105:
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 : 41.2 31.3 48.2 44.8 32.1 26.9 37.2 34.8
Old : 41.2 31.3 48.2 44.8 32.1 26.9 37.2 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2011