VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 151,220: 10,617 33,744 30,264 95,026 75,358 135,907 139,366: 15,313 11,854
Old : 151,220: 10,617 33,744 30,264 95,026 75,358 135,907 139,366: 15,313 11,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -22,790: -1,116 -36 3,153 -18,194 -19,814 -16,157 -16,697: -6,633 -6,093
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 22.3 20.0 62.8 49.8 89.9 92.2: 10.1 7.8
Old : 100.0: 7.0 22.3 20.0 62.8 49.8 89.9 92.2: 10.1 7.8
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 : 102: 21 31 38 29 34 80 86:
Old : 102: 21 31 38 29 34 80 86:
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 : 54.3 29.7 63.6 46.1 43.4 25.1 46.3 34.7
Old : 54.3 29.7 63.6 46.1 43.4 25.1 46.3 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 28, 2011