VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, January 5, 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 : 61,257: 1,012 8,824 3,956 43,209 40,568 48,177 53,348: 13,080 7,909
Old : 61,257: 1,012 8,824 3,956 43,209 40,568 48,177 53,348: 13,080 7,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 8,539: 525 -239 718 3,217 6,147 4,460 6,626: 4,079 1,913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 14.4 6.5 70.5 66.2 78.6 87.1: 21.4 12.9
Old : 100.0: 1.7 14.4 6.5 70.5 66.2 78.6 87.1: 21.4 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 : 33: 6 6 8 15 15 26 26:
Old : 33: 6 6 8 15 15 26 26:
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 : 63.2 46.2 68.8 64.8 57.3 40.5 59.5 55.3
Old : 63.2 46.2 68.8 64.8 57.3 40.5 59.5 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2010