VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 57,147: 4,827 7,957 3,314 38,701 41,847 46,842 53,118: 10,305 4,029
Old : 57,147: 4,827 7,957 3,314 38,701 41,847 46,842 53,118: 10,305 4,029
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -20,162: -3,883 1,005 -2,998 -12,559 -16,906 -19,440 -18,899: -722 -1,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 13.9 5.8 67.7 73.2 82.0 92.9: 18.0 7.1
Old : 100.0: 8.4 13.9 5.8 67.7 73.2 82.0 92.9: 18.0 7.1
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 : 43: 11 12 8 17 17 34 31:
Old : 43: 11 12 8 17 17 34 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 : 61.6 51.5 67.3 68.5 61.0 50.4 64.9 63.5
Old : 61.6 51.5 67.3 68.5 61.0 50.4 64.9 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 26, 2010