VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 68,834: 1,605 6,570 4,400 50,306 42,805 56,311 53,775: 12,523 15,059
Old : 68,834: 1,605 6,570 4,400 50,306 42,805 56,311 53,775: 12,523 15,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -11,075: -1,142 -216 -475 -10,962 -17,708 -12,579 -18,399: 1,504 7,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 9.5 6.4 73.1 62.2 81.8 78.1: 18.2 21.9
Old : 100.0: 2.3 9.5 6.4 73.1 62.2 81.8 78.1: 18.2 21.9
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 : 44: 6 11 6 22 22 32 35:
Old : 44: 6 11 6 22 22 32 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 : 62.6 33.6 70.5 47.5 51.5 30.3 54.4 39.4
Old : 62.6 33.6 70.5 47.5 51.5 30.3 54.4 39.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 30, 2010