VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 12, 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 : 129,842: 3,366 20,547 16,920 95,508 78,279 115,794 115,746: 14,048 14,096
Old : 129,842: 3,366 20,547 16,920 95,508 78,279 115,794 115,746: 14,048 14,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 5, 2010 :
: 14,848: -1,107 2,008 4,662 10,459 9,220 14,014 15,890: 834 -1,042
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 15.8 13.0 73.6 60.3 89.2 89.1: 10.8 10.9
Old : 100.0: 2.6 15.8 13.0 73.6 60.3 89.2 89.1: 10.8 10.9
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 : 74: 6 31 24 21 29 48 70:
Old : 74: 6 31 24 21 29 48 70:
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 : 72.7 24.6 77.6 39.2 68.0 24.6 68.6 37.7
Old : 72.7 24.6 77.6 39.2 68.0 24.6 68.6 37.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 15, 2010