VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 2, 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 : 46,394: 4,778 5,049 4,609 26,840 30,905 36,227 40,563: 10,167 5,831
Old : 46,394: 4,778 5,049 4,609 26,840 30,905 36,227 40,563: 10,167 5,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2010 :
: 3,187: 331 6 68 459 1,872 858 1,946: 2,329 1,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 10.9 9.9 57.9 66.6 78.1 87.4: 21.9 12.6
Old : 100.0: 10.3 10.9 9.9 57.9 66.6 78.1 87.4: 21.9 12.6
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: 12 9 16 17 16 40 35:
Old : 45: 12 9 16 17 16 40 35:
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 : 42.0 46.0 50.9 61.8 39.0 39.7 44.7 52.0
Old : 42.0 46.0 50.9 61.8 39.0 39.7 44.7 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2010