VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 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 : 155,998: 10,548 21,670 30,192 93,726 84,548 134,466 136,410: 21,532 19,588
Old : 155,998: 10,548 21,670 30,192 93,726 84,548 134,466 136,410: 21,532 19,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 4,495: -2,004 -796 -1,540 2,078 -727 -1,466 -3,063: 5,961 7,558
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 13.9 19.4 60.1 54.2 86.2 87.4: 13.8 12.6
Old : 100.0: 6.8 13.9 19.4 60.1 54.2 86.2 87.4: 13.8 12.6
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 : 86: 20 25 30 28 31 70 72:
Old : 86: 20 25 30 28 31 70 72:
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 : 53.4 28.5 61.3 42.0 37.5 17.0 39.3 22.8
Old : 53.4 28.5 61.3 42.0 37.5 17.0 39.3 22.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 27, 2010