VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 17, 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 : 64,048: 5,597 21,042 11,581 16,365 24,772 33,543 57,395: 30,505 6,653
Old : 64,048: 5,597 21,042 11,581 16,365 24,772 33,543 57,395: 30,505 6,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 4,185: 1,241 -1,715 2,208 -23,080 3,126 -19,631 3,619: 23,816 566
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 32.9 18.1 25.6 38.7 52.4 89.6: 47.6 10.4
Old : 100.0: 8.7 32.9 18.1 25.6 38.7 52.4 89.6: 47.6 10.4
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: 9 9 10 11 8 26 22:
Old : 30: 9 9 10 11 8 26 22:
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 : 26.7 60.5 38.9 74.9 7.2 37.5 11.0 45.4
Old : 26.7 60.5 38.9 74.9 7.2 37.5 11.0 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2009