VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 125,941: 2,042 16,971 8,992 96,737 83,643 107,771 109,606: 18,170 16,335
Old : 125,941: 2,042 16,971 8,992 96,737 83,643 107,771 109,606: 18,170 16,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 16,645: 93 3,501 1,254 10,857 3,933 12,204 8,688: 4,441 7,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 13.5 7.1 76.8 66.4 85.6 87.0: 14.4 13.0
Old : 100.0: 1.6 13.5 7.1 76.8 66.4 85.6 87.0: 14.4 13.0
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 : 61: 5 24 20 20 25 43 56:
Old : 61: 5 24 20 20 25 43 56:
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 : 72.7 33.9 77.3 50.5 63.9 26.3 64.9 41.7
Old : 72.7 33.9 77.3 50.5 63.9 26.3 64.9 41.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 17, 2010