VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 194,208: 18,566 27,589 37,412 116,247 111,005 172,225 176,006: 21,982 18,202
Old : 194,208: 18,566 27,589 37,412 116,247 111,005 172,225 176,006: 21,982 18,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 13,166: 28 -652 3,544 7,993 8,212 11,565 11,104: 1,601 2,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 14.2 19.3 59.9 57.2 88.7 90.6: 11.3 9.4
Old : 100.0: 9.6 14.2 19.3 59.9 57.2 88.7 90.6: 11.3 9.4
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 : 106: 32 25 43 28 35 86 90:
Old : 106: 32 25 43 28 35 86 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 : 51.6 36.8 60.8 50.4 33.0 26.0 36.7 32.6
Old : 51.6 36.8 60.8 50.4 33.0 26.0 36.7 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2011