VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 86,615: 1,116 15,895 1,696 73,660 56,685 76,472 74,276: 10,143 12,339
Old : 86,615: 1,116 15,895 1,696 73,660 56,685 76,472 74,276: 10,143 12,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 9,941: 644 6,050 -2,211 11,184 8,090 9,617 11,929: 324 -1,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 18.4 2.0 85.0 65.4 88.3 85.8: 11.7 14.2
Old : 100.0: 1.3 18.4 2.0 85.0 65.4 88.3 85.8: 11.7 14.2
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 : 43: 3 15 9 17 24 27 41:
Old : 43: 3 15 9 17 24 27 41:
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 : 79.1 33.8 83.9 51.7 71.2 27.8 72.3 43.4
Old : 79.1 33.8 83.9 51.7 71.2 27.8 72.3 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 16, 2010