VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 63,142: 1,702 5,554 3,466 45,666 44,843 50,834 53,863: 12,308 9,279 Old : 63,142: 1,702 5,554 3,466 45,666 44,843 50,834 53,863: 12,308 9,279 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 5, 2010 : : 1,885: 690 -3,270 -490 2,457 4,275 2,657 515: -772 1,370 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 8.8 5.5 72.3 71.0 80.5 85.3: 19.5 14.7 Old : 100.0: 2.7 8.8 5.5 72.3 71.0 80.5 85.3: 19.5 14.7 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 : 37: 8 6 8 18 15 31 26: Old : 37: 8 6 8 18 15 31 26: 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 : 61.3 47.8 67.3 66.6 54.8 40.2 57.7 53.7 Old : 61.3 47.8 67.3 66.6 54.8 40.2 57.7 53.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2010