VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 134,943: 4,002 21,965 18,417 99,006 80,600 121,425 120,982: 13,518 13,961
Old : 134,943: 4,002 21,965 18,417 99,006 80,600 121,425 120,982: 13,518 13,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 5,095: 636 1,423 1,491 3,498 2,321 5,625 5,236: -531 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 16.3 13.6 73.4 59.7 90.0 89.7: 10.0 10.3
Old : 100.0: 3.0 16.3 13.6 73.4 59.7 90.0 89.7: 10.0 10.3
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 : 77: 10 30 30 22 28 56 72:
Old : 77: 10 30 30 22 28 56 72:
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 : 71.3 23.6 75.6 38.8 64.8 23.0 65.6 36.4
Old : 71.3 23.6 75.6 38.8 64.8 23.0 65.6 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 22, 2010