VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, October 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 : 129,848: 3,366 20,542 16,926 95,508 78,279 115,800 115,747: 14,049 14,102 Old : 129,848: 3,366 20,542 16,926 95,508 78,279 115,800 115,747: 14,049 14,102 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2010 : : 14,813: -1,107 2,008 4,659 10,459 9,220 14,011 15,887: 802 -1,074 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 15.8 13.0 73.6 60.3 89.2 89.1: 10.8 10.9 Old : 100.0: 2.6 15.8 13.0 73.6 60.3 89.2 89.1: 10.8 10.9 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 : 74: 6 31 24 21 29 48 70: Old : 74: 6 31 24 21 29 48 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 : 72.7 24.6 77.6 39.2 68.0 24.6 68.6 37.7 Old : 72.7 24.6 77.6 39.2 68.0 24.6 68.6 37.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 15, 2010