VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 14, 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 : 151,503: 12,552 22,466 31,732 91,648 85,275 135,932 139,473: 15,571 12,030
Old : 151,503: 12,552 22,466 31,732 91,648 85,275 135,932 139,473: 15,571 12,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 2,272: 2,595 635 -1,466 307 5,727 1,436 4,896: 836 -2,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 14.8 20.9 60.5 56.3 89.7 92.1: 10.3 7.9
Old : 100.0: 8.3 14.8 20.9 60.5 56.3 89.7 92.1: 10.3 7.9
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 : 91: 22 27 36 25 32 70 80:
Old : 91: 22 27 36 25 32 70 80:
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 : 54.3 23.4 62.9 36.7 41.4 13.0 43.5 21.5
Old : 54.3 23.4 62.9 36.7 41.4 13.0 43.5 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 17, 2010