VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 58,861: 1,770 24,570 5,773 38,324 21,123 45,867 51,466: 12,994 7,395
Old : 58,861: 1,770 24,570 5,773 38,324 21,123 45,867 51,466: 12,994 7,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 592: -2,695 -1,708 790 1,303 1,913 -602 995: 1,194 -403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 41.7 9.8 65.1 35.9 77.9 87.4: 22.1 12.6
Old : 100.0: 3.0 41.7 9.8 65.1 35.9 77.9 87.4: 22.1 12.6
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 : 37: 8 14 16 13 7 32 28:
Old : 37: 8 14 16 13 7 32 28:
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 : 56.6 53.5 63.3 68.3 52.7 50.3 56.7 62.4
Old : 56.6 53.5 63.3 68.3 52.7 50.3 56.7 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 23, 2009