VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 30, 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 : 147,299: 10,701 23,501 28,616 89,674 75,799 128,991 127,916: 18,308 19,383
Old : 147,299: 10,701 23,501 28,616 89,674 75,799 128,991 127,916: 18,308 19,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -1,861: 4,611 2,265 310 -9,323 -6,501 -4,402 -3,926: 2,541 2,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 16.0 19.4 60.9 51.5 87.6 86.8: 12.4 13.2
Old : 100.0: 7.3 16.0 19.4 60.9 51.5 87.6 86.8: 12.4 13.2
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 : 93: 19 32 38 27 32 76 81:
Old : 93: 19 32 38 27 32 76 81:
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 : 58.0 21.0 65.0 33.1 45.7 12.7 47.2 20.5
Old : 58.0 21.0 65.0 33.1 45.7 12.7 47.2 20.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 3, 2010