VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 54,366: 4,383 12,903 5,078 35,183 29,322 44,644 47,303: 9,722 7,063
Old : 54,366: 4,383 12,903 5,078 35,183 29,322 44,644 47,303: 9,722 7,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 7,213: -254 4,526 1,866 6,451 1,056 8,063 7,448: -850 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 23.7 9.3 64.7 53.9 82.1 87.0: 17.9 13.0
Old : 100.0: 8.1 23.7 9.3 64.7 53.9 82.1 87.0: 17.9 13.0
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: 10 9 9 11 9 26 22:
Old : 31: 10 9 9 11 9 26 22:
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 : 62.2 53.0 69.7 74.0 49.6 47.7 52.8 57.4
Old : 62.2 53.0 69.7 74.0 49.6 47.7 52.8 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2009