VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 109,296: 1,949 13,470 7,738 85,880 79,710 95,567 100,918: 13,729 8,378
Old : 109,296: 1,949 13,470 7,738 85,880 79,710 95,567 100,918: 13,729 8,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 9,823: 1,138 690 933 4,972 12,479 7,043 14,102: 2,780 -4,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 12.3 7.1 78.6 72.9 87.4 92.3: 12.6 7.7
Old : 100.0: 1.8 12.3 7.1 78.6 72.9 87.4 92.3: 12.6 7.7
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 : 54: 5 18 15 21 26 40 49:
Old : 54: 5 18 15 21 26 40 49:
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 : 75.3 33.9 79.8 54.6 69.5 31.8 70.3 48.6
Old : 75.3 33.9 79.8 54.6 69.5 31.8 70.3 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 10, 2010