VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 178,597: 21,948 30,703 38,810 98,175 96,894 158,933 166,407: 19,664 12,190
Old : 178,597: 21,948 30,703 38,810 98,175 96,894 158,933 166,407: 19,664 12,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -1,367: 1,849 -4,245 -1,545 -3,250 3,920 -2,946 -1,870: 1,579 504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 17.2 21.7 55.0 54.3 89.0 93.2: 11.0 6.8
Old : 100.0: 12.3 17.2 21.7 55.0 54.3 89.0 93.2: 11.0 6.8
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 : 113: 38 31 42 31 33 93 90:
Old : 113: 38 31 42 31 33 93 90:
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 : 46.2 25.8 56.1 45.2 30.7 22.3 34.1 33.1
Old : 46.2 25.8 56.1 45.2 30.7 22.3 34.1 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 18, 2011