VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 147,291: 5,279 17,712 26,907 101,402 89,435 133,588 134,054: 13,703 13,237
Old : 147,291: 5,279 17,712 26,907 101,402 89,435 133,588 134,054: 13,703 13,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 2, 2010 :
: 3,003: 343 -569 2,444 1,672 2,983 4,459 4,858: -1,456 -1,855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 12.0 18.3 68.8 60.7 90.7 91.0: 9.3 9.0
Old : 100.0: 3.6 12.0 18.3 68.8 60.7 90.7 91.0: 9.3 9.0
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 : 78: 12 28 32 25 30 62 73:
Old : 78: 12 28 32 25 30 62 73:
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 : 64.4 24.8 71.1 40.0 48.7 18.7 50.0 27.8
Old : 64.4 24.8 71.1 40.0 48.7 18.7 50.0 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 15, 2010