VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 179,964: 20,099 34,948 40,355 101,425 92,975 161,879 168,278: 18,085 11,686
Old : 179,964: 20,099 34,948 40,355 101,425 92,975 161,879 168,278: 18,085 11,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 12,549: 9,430 1,043 2,080 1,970 11,352 13,480 14,475: -931 -1,925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 19.4 22.4 56.4 51.7 90.0 93.5: 10.0 6.5
Old : 100.0: 11.2 19.4 22.4 56.4 51.7 90.0 93.5: 10.0 6.5
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 : 112: 32 31 42 31 37 87 96:
Old : 112: 32 31 42 31 37 87 96:
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 : 46.2 27.8 56.4 42.4 35.2 25.2 39.0 33.3
Old : 46.2 27.8 56.4 42.4 35.2 25.2 39.0 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 11, 2011