VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 58,269 COMMITMENTS 4,465 26,278 4,983 37,021 19,210 46,469 50,471 11,800 7,798 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 9,688) 1,048 7,476 -659 6,226 1,872 6,615 8,689 3,073 999 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 45.1 8.6 63.5 33.0 79.7 86.6 20.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 8 14 14 11 7 30 26
Updated October 16, 2009