VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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 : 48,581: 3,417 18,802 5,642 30,795 17,338 39,854 41,782: 8,727 6,799
Old : 48,581: 3,417 18,802 5,642 30,795 17,338 39,854 41,782: 8,727 6,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 5,427: 44 4,296 2,271 2,525 -803 4,840 5,764: 587 -337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 38.7 11.6 63.4 35.7 82.0 86.0: 18.0 14.0
Old : 100.0: 7.0 38.7 11.6 63.4 35.7 82.0 86.0: 18.0 14.0
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 : 33: 7 12 13 12 8 29 25:
Old : 33: 7 12 13 12 8 29 25:
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 : 59.9 48.8 67.3 66.8 57.5 43.9 61.3 57.5
Old : 59.9 48.8 67.3 66.8 57.5 43.9 61.3 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 9, 2008