VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, April 20, 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 : 79,909: 2,747 6,786 4,875 61,268 60,513 68,890 72,174: 11,019 7,735
Old : 79,909: 2,747 6,786 4,875 61,268 60,513 68,890 72,174: 11,019 7,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 13, 2010 :
: 10,782: -3,500 -2,205 603 12,982 7,875 10,085 6,273: 697 4,509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 8.5 6.1 76.7 75.7 86.2 90.3: 13.8 9.7
Old : 100.0: 3.4 8.5 6.1 76.7 75.7 86.2 90.3: 13.8 9.7
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 : 56: 13 8 10 31 29 47 44:
Old : 56: 13 8 10 31 29 47 44:
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 : 57.8 39.1 64.8 58.4 44.0 31.2 46.8 41.2
Old : 57.8 39.1 64.8 58.4 44.0 31.2 46.8 41.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 28, 2010