VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 248,976: 22,941 44,430 52,685 147,279 128,275 222,905 225,390: 26,071 23,586
Old : 248,976: 22,941 44,430 52,685 147,279 128,275 222,905 225,390: 26,071 23,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2011 :
: 4,313: -5,099 -774 -2,185 8,152 3,874 868 915: 3,445 3,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 17.8 21.2 59.2 51.5 89.5 90.5: 10.5 9.5
Old : 100.0: 9.2 17.8 21.2 59.2 51.5 89.5 90.5: 10.5 9.5
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 : 137: 49 35 64 32 29 120 110:
Old : 137: 49 35 64 32 29 120 110:
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 : 43.0 33.0 50.8 45.3 36.2 27.9 40.1 35.6
Old : 43.0 33.0 50.8 45.3 36.2 27.9 40.1 35.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated Jun 17, 2011