VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 43,154 COMMITMENTS 3,373 14,506 3,371 28,270 18,141 35,014 36,018 8,140 7,136 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -3,713) -672 -221 62 -2,811 -4,717 -3,421 -4,876 -292 1,163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 33.6 7.8 65.5 42.0 81.1 83.5 18.9 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 11 10 11 7 25 22
Updated October 2, 2009