VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, May 4, 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 : 75,048: 1,568 9,185 5,377 53,452 43,029 60,397 57,591: 14,651 17,457
Old : 75,048: 1,568 9,185 5,377 53,452 43,029 60,397 57,591: 14,651 17,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 6,214: -37 2,615 977 3,146 224 4,086 3,816: 2,128 2,398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 12.2 7.2 71.2 57.3 80.5 76.7: 19.5 23.3
Old : 100.0: 2.1 12.2 7.2 71.2 57.3 80.5 76.7: 19.5 23.3
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 : 50: 6 15 9 24 25 37 42:
Old : 50: 6 15 9 24 25 37 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 : 60.9 30.5 69.0 43.5 50.4 25.2 52.8 34.7
Old : 60.9 30.5 69.0 43.5 50.4 25.2 52.8 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 7, 2010