VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, July 20, 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 : 96,183: 1,107 17,598 2,074 79,622 61,098 82,803 80,770: 13,380 15,413
Old : 96,183: 1,107 17,598 2,074 79,622 61,098 82,803 80,770: 13,380 15,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 9,568: -9 1,703 378 5,962 4,413 6,331 6,494: 3,237 3,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 18.3 2.2 82.8 63.5 86.1 84.0: 13.9 16.0
Old : 100.0: 1.2 18.3 2.2 82.8 63.5 86.1 84.0: 13.9 16.0
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 : 43: 3 15 9 19 23 29 40:
Old : 43: 3 15 9 19 23 29 40:
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 : 77.7 33.3 81.9 52.5 69.3 28.3 70.5 44.9
Old : 77.7 33.3 81.9 52.5 69.3 28.3 70.5 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 23, 2010