VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : ($1000 X INDEX) : : : : All : 151,504: 12,552 22,466 31,732 91,648 85,276 135,932 139,474: 15,572 12,030 Old : 151,504: 12,552 22,466 31,732 91,648 85,276 135,932 139,474: 15,572 12,030 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 7, 2010 : : 2,273: 2,595 635 -1,466 307 5,727 1,436 4,896: 837 -2,624 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 14.8 20.9 60.5 56.3 89.7 92.1: 10.3 7.9 Old : 100.0: 8.3 14.8 20.9 60.5 56.3 89.7 92.1: 10.3 7.9 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 : 91: 22 27 36 25 32 70 80: Old : 91: 22 27 36 25 32 70 80: 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 : 54.3 23.4 62.9 36.7 41.4 13.0 43.5 21.5 Old : 54.3 23.4 62.9 36.7 41.4 13.0 43.5 21.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 17, 2010