VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 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 : 46,713: 4,094 4,358 4,692 30,479 30,855 39,265 39,905: 7,448 6,808
Old : 46,713: 4,094 4,358 4,692 30,479 30,855 39,265 39,905: 7,448 6,808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: -2,286: 213 -552 -1,206 -1,232 -866 -2,225 -2,624: -61 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 9.3 10.0 65.2 66.1 84.1 85.4: 15.9 14.6
Old : 100.0: 8.8 9.3 10.0 65.2 66.1 84.1 85.4: 15.9 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 : 40: 13 7 13 16 15 35 31:
Old : 40: 13 7 13 16 15 35 31:
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 : 44.3 42.4 57.5 59.5 34.1 29.0 38.2 37.4
Old : 44.3 42.4 57.5 59.5 34.1 29.0 38.2 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 19, 2010