VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 21, 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 : 112,535: 1,390 16,903 10,792 86,162 71,475 98,344 99,170: 14,191 13,365
Old : 112,535: 1,390 16,903 10,792 86,162 71,475 98,344 99,170: 14,191 13,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -13,406: -652 -68 1,800 -10,575 -12,168 -9,427 -10,436: -3,979 -2,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 15.0 9.6 76.6 63.5 87.4 88.1: 12.6 11.9
Old : 100.0: 1.2 15.0 9.6 76.6 63.5 87.4 88.1: 12.6 11.9
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: 7 25 22 16 22 40 56:
Old : 60: 7 25 22 16 22 40 56:
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 : 76.2 30.5 79.2 47.0 69.9 27.8 70.8 42.4
Old : 76.2 30.5 79.2 47.0 69.9 27.8 70.8 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 24, 2010