VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, February 2, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 47,960: 3,741 6,136 5,406 30,889 30,253 40,036 41,795: 7,924 6,165 Old : 47,960: 3,741 6,136 5,406 30,889 30,253 40,036 41,795: 7,924 6,165 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 26, 2010 : : 150: 626 113 -275 729 1,134 1,080 972: -930 -822 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 12.8 11.3 64.4 63.1 83.5 87.1: 16.5 12.9 Old : 100.0: 7.8 12.8 11.3 64.4 63.1 83.5 87.1: 16.5 12.9 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 : 41: 10 9 11 18 16 35 31: Old : 41: 10 9 11 18 16 35 31: 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 : 49.3 40.0 59.4 56.6 42.0 33.7 45.8 45.0 Old : 49.3 40.0 59.4 56.6 42.0 33.7 45.8 45.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 5, 2010