VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 114,567: 4,672 17,736 10,520 87,166 70,884 102,358 99,140: 12,209 15,427
Old : 114,567: 4,672 17,736 10,520 87,166 70,884 102,358 99,140: 12,209 15,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 2,032: 3,282 833 -272 1,004 -591 4,014 -30: -1,982 2,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 15.5 9.2 76.1 61.9 89.3 86.5: 10.7 13.5
Old : 100.0: 4.1 15.5 9.2 76.1 61.9 89.3 86.5: 10.7 13.5
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 : 56: 7 24 17 14 21 33 53:
Old : 56: 7 24 17 14 21 33 53:
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 : 77.8 29.2 81.8 44.9 72.5 27.7 73.3 42.3
Old : 77.8 29.2 81.8 44.9 72.5 27.7 73.3 42.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 1, 2010