VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 61,874: 5,069 8,422 3,812 40,605 42,151 49,486 54,385: 12,388 7,489
Old : 61,874: 5,069 8,422 3,812 40,605 42,151 49,486 54,385: 12,388 7,489
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 4,727: 242 465 498 1,904 304 2,644 1,267: 2,083 3,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 13.6 6.2 65.6 68.1 80.0 87.9: 20.0 12.1
Old : 100.0: 8.2 13.6 6.2 65.6 68.1 80.0 87.9: 20.0 12.1
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 : 45: 12 13 10 15 17 33 34:
Old : 45: 12 13 10 15 17 33 34:
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 : 57.2 44.2 63.8 61.9 55.4 41.5 59.4 54.8
Old : 57.2 44.2 63.8 61.9 55.4 41.5 59.4 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 2, 2010