VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 58,269: 4,465 26,278 4,983 37,021 19,210 46,469 50,471: 11,800 7,798
Old : 58,269: 4,465 26,278 4,983 37,021 19,210 46,469 50,471: 11,800 7,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 9,688: 1,048 7,476 -659 6,226 1,872 6,615 8,689: 3,073 999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 45.1 8.6 63.5 33.0 79.7 86.6: 20.3 13.4
Old : 100.0: 7.7 45.1 8.6 63.5 33.0 79.7 86.6: 20.3 13.4
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 : 36: 8 14 14 11 7 30 26:
Old : 36: 8 14 14 11 7 30 26:
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 : 58.3 52.5 65.4 69.7 55.5 51.3 61.1 65.1
Old : 58.3 52.5 65.4 69.7 55.5 51.3 61.1 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2009