VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 77,090: 2,908 8,152 3,637 62,337 52,933 68,882 64,722: 8,208 12,368
Old : 77,090: 2,908 8,152 3,637 62,337 52,933 68,882 64,722: 8,208 12,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: -19,881: 505 -1,625 106 -15,705 -15,854 -15,094 -17,373: -4,787 -2,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 10.6 4.7 80.9 68.7 89.4 84.0: 10.6 16.0
Old : 100.0: 3.8 10.6 4.7 80.9 68.7 89.4 84.0: 10.6 16.0
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: 3 13 10 21 26 32 41:
Old : 45: 3 13 10 21 26 32 41:
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 : 72.4 32.7 81.8 48.4 44.5 15.1 48.7 22.3
Old : 72.4 32.7 81.8 48.4 44.5 15.1 48.7 22.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 28, 2010