VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 7, 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 : 244,663: 28,040 45,204 54,870 139,127 124,401 222,037 224,475: 22,626 20,188
Old : 244,663: 28,040 45,204 54,870 139,127 124,401 222,037 224,475: 22,626 20,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 31, 2011 :
: 2,305: -3,518 -4,306 4,207 2,725 418 3,414 319: -1,109 1,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 18.5 22.4 56.9 50.8 90.8 91.7: 9.2 8.3
Old : 100.0: 11.5 18.5 22.4 56.9 50.8 90.8 91.7: 9.2 8.3
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 : 134: 46 34 65 28 29 118 108:
Old : 134: 46 34 65 28 29 118 108:
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 : 41.6 31.4 49.1 43.7 34.2 26.8 38.4 34.6
Old : 41.6 31.4 49.1 43.7 34.2 26.8 38.4 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 10, 2011