VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 90,375: 426 10,380 3,432 71,487 57,886 75,345 71,698: 15,030 18,677
Old : 90,375: 426 10,380 3,432 71,487 57,886 75,345 71,698: 15,030 18,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 3,647: -991 1,129 -778 -37 -1,830 -1,806 -1,479: 5,453 5,126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 11.5 3.8 79.1 64.1 83.4 79.3: 16.6 20.7
Old : 100.0: 0.5 11.5 3.8 79.1 64.1 83.4 79.3: 16.6 20.7
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 : 48: 2 15 11 22 30 35 45:
Old : 48: 2 15 11 22 30 35 45:
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 : 69.9 27.2 77.3 44.3 50.1 13.9 51.1 22.6
Old : 69.9 27.2 77.3 44.3 50.1 13.9 51.1 22.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 18, 2010