VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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 : 75,447: 426 9,590 2,655 61,460 47,688 64,541 59,933: 10,906 15,514
Old : 75,447: 426 9,590 2,655 61,460 47,688 64,541 59,933: 10,906 15,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 4,557: 0 165 895 814 106 1,709 1,166: 2,848 3,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 12.7 3.5 81.5 63.2 85.5 79.4: 14.5 20.6
Old : 100.0: 0.6 12.7 3.5 81.5 63.2 85.5 79.4: 14.5 20.6
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: 2 14 7 20 26 29 40:
Old : 44: 2 14 7 20 26 29 40:
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 : 76.1 28.9 80.4 43.5 68.6 25.5 69.9 35.5
Old : 76.1 28.9 80.4 43.5 68.6 25.5 69.9 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 2, 2010