VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, February 2, 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 : 47,960: 3,741 6,136 5,406 30,889 30,253 40,036 41,795: 7,924 6,165
Old : 47,960: 3,741 6,136 5,406 30,889 30,253 40,036 41,795: 7,924 6,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 150: 626 113 -275 729 1,134 1,080 972: -930 -822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 12.8 11.3 64.4 63.1 83.5 87.1: 16.5 12.9
Old : 100.0: 7.8 12.8 11.3 64.4 63.1 83.5 87.1: 16.5 12.9
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 : 41: 10 9 11 18 16 35 31:
Old : 41: 10 9 11 18 16 35 31:
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 : 49.3 40.0 59.4 56.6 42.0 33.7 45.8 45.0
Old : 49.3 40.0 59.4 56.6 42.0 33.7 45.8 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 5, 2010