VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 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 : 86,728: 1,417 9,251 4,210 71,524 59,716 77,151 73,177: 9,577 13,551
Old : 86,728: 1,417 9,251 4,210 71,524 59,716 77,151 73,177: 9,577 13,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 4,109: -943 234 -282 3,300 2,211 2,075 2,163: 2,034 1,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 10.7 4.9 82.5 68.9 89.0 84.4: 11.0 15.6
Old : 100.0: 1.6 10.7 4.9 82.5 68.9 89.0 84.4: 11.0 15.6
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: 5 12 8 20 27 30 42:
Old : 44: 5 12 8 20 27 30 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 : 73.7 30.8 83.5 49.9 46.5 13.9 47.5 21.5
Old : 73.7 30.8 83.5 49.9 46.5 13.9 47.5 21.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 11, 2010