VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 59,863 COMMITMENTS 4,356 22,757 9,373 39,445 21,646 53,174 53,776 6,689 6,087 CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 3,927) 188 -130 1,338 3,643 4,170 5,169 5,378 -1,242 -1,451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 38.0 15.7 65.9 36.2 88.8 89.8 11.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 13 14 12 8 29 26
Updated November 13, 2009