VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 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 : 144,288: 4,936 18,281 24,463 99,730 86,452 129,129 129,196: 15,159 15,092 Old : 144,288: 4,936 18,281 24,463 99,730 86,452 129,129 129,196: 15,159 15,092 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 26, 2010 : : 15,989: 1,186 -896 5,808 11,588 14,869 18,582 19,781: -2,593 -3,792 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 12.7 17.0 69.1 59.9 89.5 89.5: 10.5 10.5 Old : 100.0: 3.4 12.7 17.0 69.1 59.9 89.5 89.5: 10.5 10.5 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 : 77: 12 28 30 23 29 59 70: Old : 77: 12 28 30 23 29 59 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 : 65.1 26.9 73.0 42.3 54.3 24.2 55.6 33.1 Old : 65.1 26.9 73.0 42.3 54.3 24.2 55.6 33.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 5, 2010