VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, January 18, 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 : 174,006: 11,734 33,780 27,110 113,220 95,169 152,064 156,059: 21,942 17,947
Old : 174,006: 11,734 33,780 27,110 113,220 95,169 152,064 156,059: 21,942 17,947
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: 25,093: 2,887 3,535 -959 20,055 20,389 21,983 22,965: 3,110 2,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 19.4 15.6 65.1 54.7 87.4 89.7: 12.6 10.3
Old : 100.0: 6.7 19.4 15.6 65.1 54.7 87.4 89.7: 12.6 10.3
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 : 103: 24 33 37 30 35 80 88:
Old : 103: 24 33 37 30 35 80 88:
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 : 54.8 28.0 61.7 44.5 40.5 18.2 42.3 26.5
Old : 54.8 28.0 61.7 44.5 40.5 18.2 42.3 26.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2011