VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 7, 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 : 149,231: 9,957 21,831 33,198 91,341 79,548 134,496 134,577: 14,735 14,654
Old : 149,231: 9,957 21,831 33,198 91,341 79,548 134,496 134,577: 14,735 14,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 1,932: -744 -1,670 4,582 1,667 3,749 5,505 6,661: -3,573 -4,729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 14.6 22.2 61.2 53.3 90.1 90.2: 9.9 9.8
Old : 100.0: 6.7 14.6 22.2 61.2 53.3 90.1 90.2: 9.9 9.8
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: 18 29 41 26 32 75 84:
Old : 93: 18 29 41 26 32 75 84:
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 : 57.3 21.3 64.2 34.2 45.5 12.8 47.2 21.1
Old : 57.3 21.3 64.2 34.2 45.5 12.8 47.2 21.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 10, 2010