VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 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 : 215,571: 20,476 43,074 47,153 122,714 102,484 190,343 192,711: 25,228 22,860
Old : 215,571: 20,476 43,074 47,153 122,714 102,484 190,343 192,711: 25,228 22,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2011 :
: -33,405: -2,465 -1,356 -5,532 -24,565 -25,791 -32,562 -32,679: -843 -726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 20.0 21.9 56.9 47.5 88.3 89.4: 11.7 10.6
Old : 100.0: 9.5 20.0 21.9 56.9 47.5 88.3 89.4: 11.7 10.6
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 : 125: 38 37 57 27 27 105 101:
Old : 125: 38 37 57 27 27 105 101:
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 : 42.3 33.0 52.1 44.6 36.3 26.1 40.1 33.2
Old : 42.3 33.0 52.1 44.6 36.3 26.1 40.1 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2011