VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 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 : 149,094: 5,457 26,853 29,920 92,719 72,811 128,096 129,583: 20,999 19,511
Old : 149,094: 5,457 26,853 29,920 92,719 72,811 128,096 129,583: 20,999 19,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 7,293: 2,034 5,105 -152 2,779 -712 4,661 4,241: 2,632 3,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 18.0 20.1 62.2 48.8 85.9 86.9: 14.1 13.1
Old : 100.0: 3.7 18.0 20.1 62.2 48.8 85.9 86.9: 14.1 13.1
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 : 82: 16 28 34 22 30 61 76:
Old : 82: 16 28 34 22 30 61 76:
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 : 58.9 27.1 65.8 41.3 48.9 21.6 49.9 29.7
Old : 58.9 27.1 65.8 41.3 48.9 21.6 49.9 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2011