VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 2, 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 : 144,288: 4,936 18,281 24,463 99,730 86,452 129,129 129,196: 15,159 15,092
Old : 144,288: 4,936 18,281 24,463 99,730 86,452 129,129 129,196: 15,159 15,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 15,999: 1,186 -906 5,818 11,588 14,869 18,592 19,781: -2,593 -3,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 12.7 17.0 69.1 59.9 89.5 89.5: 10.5 10.5
Old : 100.0: 3.4 12.7 17.0 69.1 59.9 89.5 89.5: 10.5 10.5
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 : 77: 12 28 30 23 29 59 70:
Old : 77: 12 28 30 23 29 59 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 : 65.1 26.9 73.0 42.3 54.3 24.2 55.6 33.1
Old : 65.1 26.9 73.0 42.3 54.3 24.2 55.6 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 5, 2010