VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, July 27, 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 : 84,826: 1,411 12,774 1,625 69,993 58,216 73,029 72,615: 11,797 12,211
Old : 84,826: 1,411 12,774 1,625 69,993 58,216 73,029 72,615: 11,797 12,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -11,357: 304 -4,824 -449 -9,629 -2,882 -9,774 -8,155: -1,583 -3,202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 15.1 1.9 82.5 68.6 86.1 85.6: 13.9 14.4
Old : 100.0: 1.7 15.1 1.9 82.5 68.6 86.1 85.6: 13.9 14.4
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 : 40: 2 13 7 20 22 28 36:
Old : 40: 2 13 7 20 22 28 36:
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 : 79.4 36.6 83.0 57.1 68.8 31.5 69.3 46.9
Old : 79.4 36.6 83.0 57.1 68.8 31.5 69.3 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 30, 2010