VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 47,810: 3,115 6,023 5,681 30,160 29,119 38,956 40,823: 8,854 6,987
Old : 47,810: 3,115 6,023 5,681 30,160 29,119 38,956 40,823: 8,854 6,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: -15,653: 904 -500 1,320 -13,589 -13,784 -11,365 -12,964: -4,288 -2,689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 12.6 11.9 63.1 60.9 81.5 85.4: 18.5 14.6
Old : 100.0: 6.5 12.6 11.9 63.1 60.9 81.5 85.4: 18.5 14.6
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 : 42: 9 9 9 19 19 33 33:
Old : 42: 9 9 9 19 19 33 33:
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 : 52.5 45.3 60.2 57.0 48.2 40.2 53.4 49.3
Old : 52.5 45.3 60.2 57.0 48.2 40.2 53.4 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2010