VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 63,142: 1,702 5,554 3,466 45,666 44,843 50,834 53,863: 12,308 9,279
Old : 63,142: 1,702 5,554 3,466 45,666 44,843 50,834 53,863: 12,308 9,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 1,885: 690 -3,270 -490 2,457 4,275 2,657 515: -772 1,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 8.8 5.5 72.3 71.0 80.5 85.3: 19.5 14.7
Old : 100.0: 2.7 8.8 5.5 72.3 71.0 80.5 85.3: 19.5 14.7
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 : 37: 8 6 8 18 15 31 26:
Old : 37: 8 6 8 18 15 31 26:
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 : 61.3 47.8 67.3 66.6 54.8 40.2 57.7 53.7
Old : 61.3 47.8 67.3 66.6 54.8 40.2 57.7 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2010