VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, January 19, 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 : 63,463: 2,211 6,523 4,361 43,749 42,903 50,321 53,787: 13,142 9,676
Old : 63,463: 2,211 6,523 4,361 43,749 42,903 50,321 53,787: 13,142 9,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 321: 509 969 895 -1,917 -1,940 -513 -76: 834 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 10.3 6.9 68.9 67.6 79.3 84.8: 20.7 15.2
Old : 100.0: 3.5 10.3 6.9 68.9 67.6 79.3 84.8: 20.7 15.2
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: 9 8 10 21 20 37 33:
Old : 43: 9 8 10 21 20 37 33:
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 : 54.1 42.2 61.0 59.6 50.5 36.5 53.4 48.5
Old : 54.1 42.2 61.0 59.6 50.5 36.5 53.4 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2010