VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 6, 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 : 67,613: 5,182 8,751 3,161 48,147 48,125 56,490 60,037: 11,123 7,576
Old : 67,613: 5,182 8,751 3,161 48,147 48,125 56,490 60,037: 11,123 7,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 30, 2010 :
: 5,739: 113 329 -651 7,542 5,974 7,004 5,652: -1,265 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 12.9 4.7 71.2 71.2 83.5 88.8: 16.5 11.2
Old : 100.0: 7.7 12.9 4.7 71.2 71.2 83.5 88.8: 16.5 11.2
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 : 46: 11 11 7 19 20 34 35:
Old : 46: 11 11 7 19 20 34 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 : 61.1 46.5 67.1 63.1 53.9 39.2 57.5 50.2
Old : 61.1 46.5 67.1 63.1 53.9 39.2 57.5 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 9, 2010