VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, October 5, 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 : 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