VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 70,890: 426 9,425 1,760 60,646 47,582 62,832 58,767: 8,058 12,123
Old : 70,890: 426 9,425 1,760 60,646 47,582 62,832 58,767: 8,058 12,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -19,485: 0 -955 -1,672 -10,841 -10,304 -12,513 -12,931: -6,972 -6,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 13.3 2.5 85.5 67.1 88.6 82.9: 11.4 17.1
Old : 100.0: 0.6 13.3 2.5 85.5 67.1 88.6 82.9: 11.4 17.1
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 : 40: 2 13 7 19 23 28 36:
Old : 40: 2 13 7 19 23 28 36:
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 : 80.6 31.1 83.8 50.1 68.8 29.0 70.0 41.7
Old : 80.6 31.1 83.8 50.1 68.8 29.0 70.0 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 25, 2010