VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 2010
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 76,674: 472 9,845 3,907 62,476 48,595 66,855 62,347: 9,819 14,327
Old : 76,674: 472 9,845 3,907 62,476 48,595 66,855 62,347: 9,819 14,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 1,227: 46 255 1,252 1,016 907 2,314 2,414: -1,087 -1,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 12.8 5.1 81.5 63.4 87.2 81.3: 12.8 18.7
Old : 100.0: 0.6 12.8 5.1 81.5 63.4 87.2 81.3: 12.8 18.7
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 : 42: 2 13 7 20 25 29 38:
Old : 42: 2 13 7 20 25 29 38:
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 : 76.9 29.5 81.9 46.5 68.3 24.4 69.5 37.3
Old : 76.9 29.5 81.9 46.5 68.3 24.4 69.5 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 9, 2010