VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, October 27, 2009
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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 : 50,369: 3,453 17,540 5,752 31,304 20,101 40,509 43,393: 9,860 6,976
Old : 50,369: 3,453 17,540 5,752 31,304 20,101 40,509 43,393: 9,860 6,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -8,492: 1,683 -7,030 -21 -7,020 -1,022 -5,358 -8,073: -3,134 -419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 34.8 11.4 62.1 39.9 80.4 86.2: 19.6 13.8
Old : 100.0: 6.9 34.8 11.4 62.1 39.9 80.4 86.2: 19.6 13.8
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 : 35: 9 12 14 12 8 30 27:
Old : 35: 9 12 14 12 8 30 27:
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 : 54.5 55.9 62.5 69.7 51.9 48.6 57.0 57.7
Old : 54.5 55.9 62.5 69.7 51.9 48.6 57.0 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2009