VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 59,863: 4,356 22,757 9,373 39,445 21,646 53,174 53,776: 6,689 6,087
Old : 59,863: 4,356 22,757 9,373 39,445 21,646 53,174 53,776: 6,689 6,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 3,927: 188 -130 1,338 3,643 4,170 5,169 5,378: -1,242 -1,451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 38.0 15.7 65.9 36.2 88.8 89.8: 11.2 10.2
Old : 100.0: 7.3 38.0 15.7 65.9 36.2 88.8 89.8: 11.2 10.2
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 13 14 12 8 29 26:
Old : 33: 7 13 14 12 8 29 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 : 59.7 60.0 71.7 74.7 44.6 39.9 49.8 46.7
Old : 59.7 60.0 71.7 74.7 44.6 39.9 49.8 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2009