VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 17, 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 : 64,048: 5,597 21,042 11,581 40,153 24,804 57,331 57,427: 6,717 6,621
Old : 64,048: 5,597 21,042 11,581 40,153 24,804 57,331 57,427: 6,717 6,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 4,185: 1,241 -1,715 2,208 708 3,158 4,157 3,651: 28 534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 32.9 18.1 62.7 38.7 89.5 89.7: 10.5 10.3
Old : 100.0: 8.7 32.9 18.1 62.7 38.7 89.5 89.7: 10.5 10.3
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 : 31: 9 9 10 12 9 27 23:
Old : 31: 9 9 10 12 9 27 23:
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 : 59.7 60.5 73.8 74.9 43.0 37.5 47.4 45.4
Old : 59.7 60.5 73.8 74.9 43.0 37.5 47.4 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 8, 2009