VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 125,941: 2,042 16,971 8,992 96,737 83,643 107,771 109,606: 18,170 16,335 Old : 125,941: 2,042 16,971 8,992 96,737 83,643 107,771 109,606: 18,170 16,335 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2010 : : 16,645: 93 3,501 1,254 10,857 3,933 12,204 8,688: 4,441 7,957 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 13.5 7.1 76.8 66.4 85.6 87.0: 14.4 13.0 Old : 100.0: 1.6 13.5 7.1 76.8 66.4 85.6 87.0: 14.4 13.0 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 : 61: 5 24 20 20 25 43 56: Old : 61: 5 24 20 20 25 43 56: 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 : 72.7 33.9 77.3 50.5 63.9 26.3 64.9 41.7 Old : 72.7 33.9 77.3 50.5 63.9 26.3 64.9 41.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 17, 2010