VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, May 18, 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 : 96,971: 2,403 9,777 3,531 78,042 68,787 83,976 82,095: 12,995 14,876
Old : 96,971: 2,403 9,777 3,531 78,042 68,787 83,976 82,095: 12,995 14,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 9,157: 1,327 708 -972 4,962 7,159 5,317 6,895: 3,840 2,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 10.1 3.6 80.5 70.9 86.6 84.7: 13.4 15.3
Old : 100.0: 2.5 10.1 3.6 80.5 70.9 86.6 84.7: 13.4 15.3
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: 3 16 10 25 29 36 47:
Old : 50: 3 16 10 25 29 36 47:
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 : 65.5 39.8 75.2 50.0 43.6 22.7 46.3 29.2
Old : 65.5 39.8 75.2 50.0 43.6 22.7 46.3 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2010