VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 24, 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 : 57,676: 4,915 17,990 9,996 32,656 20,226 47,567 48,212: 10,109 9,464
Old : 57,676: 4,915 17,990 9,996 32,656 20,226 47,567 48,212: 10,109 9,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2009 :
: -6,372: -682 -3,052 -1,585 -7,497 -4,578 -9,764 -9,215: 3,392 2,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 31.2 17.3 56.6 35.1 82.5 83.6: 17.5 16.4
Old : 100.0: 8.5 31.2 17.3 56.6 35.1 82.5 83.6: 17.5 16.4
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 : 30: 7 11 11 11 9 27 23:
Old : 30: 7 11 11 11 9 27 23:
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 : 59.1 56.1 69.3 70.0 49.2 44.2 53.4 54.4
Old : 59.1 56.1 69.3 70.0 49.2 44.2 53.4 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 8, 2009