VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 11/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 57,676 COMMITMENTS 4,915 17,990 9,996 32,656 20,226 47,567 48,212 10,109 9,464 CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -6,372) -682 -3,052 -1,585 -7,497 -4,578 -9,764 -9,215 3,392 2,843 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 31.2 17.3 56.6 35.1 82.5 83.6 17.5 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 11 11 11 9 27 23
Updated December 8, 2009