VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, February 9, 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 : 48,999: 3,881 4,910 5,898 31,711 31,721 41,490 42,529: 7,509 6,470
Old : 48,999: 3,881 4,910 5,898 31,711 31,721 41,490 42,529: 7,509 6,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 1,039: 140 -1,226 492 822 1,468 1,454 734: -415 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 10.0 12.0 64.7 64.7 84.7 86.8: 15.3 13.2
Old : 100.0: 7.9 10.0 12.0 64.7 64.7 84.7 86.8: 15.3 13.2
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 : 39: 10 7 10 17 16 33 30:
Old : 39: 10 7 10 17 16 33 30:
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 : 42.4 41.7 56.4 61.1 30.1 28.3 35.6 36.4
Old : 42.4 41.7 56.4 61.1 30.1 28.3 35.6 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 7, 2010