VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 28, 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 : 141,787: 3,423 21,746 30,066 89,940 73,523 123,429 125,335: 18,358 16,452
Old : 141,787: 3,423 21,746 30,066 89,940 73,523 123,429 125,335: 18,358 16,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -14,211: -7,125 76 -126 -3,786 -11,025 -11,037 -11,075: -3,174 -3,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 15.3 21.2 63.4 51.9 87.1 88.4: 12.9 11.6
Old : 100.0: 2.4 15.3 21.2 63.4 51.9 87.1 88.4: 12.9 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 : 76: 12 26 30 25 30 59 71:
Old : 76: 12 26 30 25 30 59 71:
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 : 61.6 27.7 68.7 42.9 45.6 20.3 46.5 28.8
Old : 61.6 27.7 68.7 42.9 45.6 20.3 46.5 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 3, 2011