VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 82,619: 2,360 9,017 4,492 68,224 57,505 75,076 71,014: 7,543 11,605 Old : 82,619: 2,360 9,017 4,492 68,224 57,505 75,076 71,014: 7,543 11,605 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : 5,529: -548 865 855 5,887 4,572 6,194 6,292: -665 -763 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 10.9 5.4 82.6 69.6 90.9 86.0: 9.1 14.0 Old : 100.0: 2.9 10.9 5.4 82.6 69.6 90.9 86.0: 9.1 14.0 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 : 44: 4 13 10 21 26 32 42: Old : 44: 4 13 10 21 26 32 42: 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 : 75.0 34.8 84.7 50.4 43.5 13.7 46.6 21.7 Old : 75.0 34.8 84.7 50.4 43.5 13.7 46.6 21.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 4, 2010