VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 23, 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 : 149,160: 6,090 21,236 28,306 98,997 82,300 133,393 131,842: 15,767 17,318
Old : 149,160: 6,090 21,236 28,306 98,997 82,300 133,393 131,842: 15,767 17,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: -18,583: -2,293 3,253 251 -13,729 -21,844 -15,771 -18,340: -2,812 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 14.2 19.0 66.4 55.2 89.4 88.4: 10.6 11.6
Old : 100.0: 4.1 14.2 19.0 66.4 55.2 89.4 88.4: 10.6 11.6
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 : 90: 18 30 33 24 31 68 78:
Old : 90: 18 30 33 24 31 68 78:
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 : 64.5 24.1 70.4 36.5 50.3 16.1 51.3 23.5
Old : 64.5 24.1 70.4 36.5 50.3 16.1 51.3 23.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 29, 2010