VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 5, 2010
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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 : 114,994: 4,473 18,539 12,258 85,049 69,059 101,780 99,856: 13,214 15,138
Old : 114,994: 4,473 18,539 12,258 85,049 69,059 101,780 99,856: 13,214 15,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 427: -199 803 1,738 -2,117 -1,825 -578 716: 1,005 -289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 16.1 10.7 74.0 60.1 88.5 86.8: 11.5 13.2
Old : 100.0: 3.9 16.1 10.7 74.0 60.1 88.5 86.8: 11.5 13.2
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 : 62: 7 25 19 16 24 37 59:
Old : 62: 7 25 19 16 24 37 59:
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 : 76.1 27.3 80.0 42.5 71.6 26.7 72.6 40.8
Old : 76.1 27.3 80.0 42.5 71.6 26.7 72.6 40.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 8, 2010