VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 82,619: 2,360 9,017 4,492 68,224 57,505 75,076 71,014: 7,543 11,605
Old : 82,619: 2,360 9,017 4,492 68,224 57,505 75,076 71,014: 7,543 11,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 5,529: -548 865 855 5,887 4,572 6,194 6,292: -665 -763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 10.9 5.4 82.6 69.6 90.9 86.0: 9.1 14.0
Old : 100.0: 2.9 10.9 5.4 82.6 69.6 90.9 86.0: 9.1 14.0
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 : 44: 4 13 10 21 26 32 42:
Old : 44: 4 13 10 21 26 32 42:
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 : 75.0 34.8 84.7 50.4 43.5 13.7 46.6 21.7
Old : 75.0 34.8 84.7 50.4 43.5 13.7 46.6 21.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 4, 2010