VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 13, 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 : 69,127: 6,247 8,991 4,272 48,286 52,638 58,805 65,901: 10,322 3,226
Old : 69,127: 6,247 8,991 4,272 48,286 52,638 58,805 65,901: 10,322 3,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 6, 2010 :
: 1,514: 1,065 240 1,111 139 4,513 2,315 5,864: -801 -4,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 13.0 6.2 69.9 76.1 85.1 95.3: 14.9 4.7
Old : 100.0: 9.0 13.0 6.2 69.9 76.1 85.1 95.3: 14.9 4.7
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 : 51: 15 12 11 20 21 40 39:
Old : 51: 15 12 11 20 21 40 39:
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 : 57.0 44.2 62.8 65.8 47.1 36.2 51.0 49.0
Old : 57.0 44.2 62.8 65.8 47.1 36.2 51.0 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 16, 2010