VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 128,299: 3,750 19,177 18,655 88,142 71,583 110,547 109,415: 17,752 18,884
Old : 128,299: 3,750 19,177 18,655 88,142 71,583 110,547 109,415: 17,752 18,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: -6,644: -252 -2,788 238 -10,864 -9,017 -10,878 -11,567: 4,234 4,923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 14.9 14.5 68.7 55.8 86.2 85.3: 13.8 14.7
Old : 100.0: 2.9 14.9 14.5 68.7 55.8 86.2 85.3: 13.8 14.7
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 : 71: 11 29 26 18 25 48 66:
Old : 71: 11 29 26 18 25 48 66:
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 : 70.1 27.0 76.0 40.0 62.7 25.2 63.5 34.8
Old : 70.1 27.0 76.0 40.0 62.7 25.2 63.5 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 29, 2010