VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 43,207: 4,447 5,043 4,541 26,381 29,033 35,369 38,617: 7,838 4,590
Old : 43,207: 4,447 5,043 4,541 26,381 29,033 35,369 38,617: 7,838 4,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -3,506: 353 685 -151 -4,098 -1,822 -3,896 -1,288: 390 -2,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 11.7 10.5 61.1 67.2 81.9 89.4: 18.1 10.6
Old : 100.0: 10.3 11.7 10.5 61.1 67.2 81.9 89.4: 18.1 10.6
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 : 45: 15 9 14 15 12 38 31:
Old : 45: 15 9 14 15 12 38 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 : 47.8 45.8 57.3 64.0 39.7 33.1 43.6 46.3
Old : 47.8 45.8 57.3 64.0 39.7 33.1 43.6 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2010