VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 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 : 48,999: 3,881 4,910 5,898 31,711 31,721 41,490 42,529: 7,509 6,470 Old : 48,999: 3,881 4,910 5,898 31,711 31,721 41,490 42,529: 7,509 6,470 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 2, 2010 : : 1,039: 140 -1,226 492 822 1,468 1,454 734: -415 305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 10.0 12.0 64.7 64.7 84.7 86.8: 15.3 13.2 Old : 100.0: 7.9 10.0 12.0 64.7 64.7 84.7 86.8: 15.3 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 : 39: 10 7 10 17 16 33 30: Old : 39: 10 7 10 17 16 33 30: 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 : 42.4 41.7 56.4 61.1 30.1 28.3 35.6 36.4 Old : 42.4 41.7 56.4 61.1 30.1 28.3 35.6 36.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 7, 2010