VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, March 16, 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 : 77,309: 8,710 6,952 6,312 51,260 58,753 66,282 72,017: 11,027 5,292
Old : 77,309: 8,710 6,952 6,312 51,260 58,753 66,282 72,017: 11,027 5,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 16,740: 337 -54 1,638 13,687 15,252 15,662 16,836: 1,078 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 9.0 8.2 66.3 76.0 85.7 93.2: 14.3 6.8
Old : 100.0: 11.3 9.0 8.2 66.3 76.0 85.7 93.2: 14.3 6.8
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 : 60: 21 11 18 21 22 51 46:
Old : 60: 21 11 18 21 22 51 46:
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 : 52.1 56.8 59.6 69.9 33.0 39.3 38.6 47.6
Old : 52.1 56.8 59.6 69.9 33.0 39.3 38.6 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 19, 2010