VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 87,814: 1,076 9,069 4,503 73,080 61,628 78,659 75,200: 9,155 12,614
Old : 87,814: 1,076 9,069 4,503 73,080 61,628 78,659 75,200: 9,155 12,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 12,766: -492 -116 -874 19,628 18,599 18,262 17,609: -5,496 -4,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 10.3 5.1 83.2 70.2 89.6 85.6: 10.4 14.4
Old : 100.0: 1.2 10.3 5.1 83.2 70.2 89.6 85.6: 10.4 14.4
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 : 47: 2 14 7 28 28 36 43:
Old : 47: 2 14 7 28 28 36 43:
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 : 68.3 40.5 78.1 52.8 46.7 26.2 49.1 33.5
Old : 68.3 40.5 78.1 52.8 46.7 26.2 49.1 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 14, 2010