VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 167,743: 8,383 17,983 28,055 112,726 104,144 149,164 150,182: 18,579 17,561
Old : 167,743: 8,383 17,983 28,055 112,726 104,144 149,164 150,182: 18,579 17,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 20,452: 3,104 271 1,148 11,324 14,709 15,576 16,128: 4,876 4,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 10.7 16.7 67.2 62.1 88.9 89.5: 11.1 10.5
Old : 100.0: 5.0 10.7 16.7 67.2 62.1 88.9 89.5: 11.1 10.5
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 : 87: 17 28 36 29 33 72 79:
Old : 87: 17 28 36 29 33 72 79:
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 : 59.0 27.3 65.7 41.8 46.5 21.4 48.0 32.0
Old : 59.0 27.3 65.7 41.8 46.5 21.4 48.0 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 19, 2010