VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, March 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 : 60,569: 8,373 7,006 4,674 37,573 43,501 50,620 55,181: 9,949 5,388
Old : 60,569: 8,373 7,006 4,674 37,573 43,501 50,620 55,181: 9,949 5,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 2, 2010 :
: 14,175: 3,595 1,957 65 10,733 12,596 14,393 14,618: -218 -443
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 11.6 7.7 62.0 71.8 83.6 91.1: 16.4 8.9
Old : 100.0: 13.8 11.6 7.7 62.0 71.8 83.6 91.1: 16.4 8.9
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 : 57: 21 10 18 19 19 50 42:
Old : 57: 21 10 18 19 19 50 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 : 48.2 53.9 56.2 67.2 29.1 36.7 35.1 46.0
Old : 48.2 53.9 56.2 67.2 29.1 36.7 35.1 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 12, 2010