VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, November 3, 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 : 55,936: 4,168 22,887 8,035 35,802 17,476 48,005 48,398: 7,931 7,538
Old : 55,936: 4,168 22,887 8,035 35,802 17,476 48,005 48,398: 7,931 7,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 5,567: 715 5,347 2,283 4,498 -2,625 7,496 5,005: -1,929 562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 40.9 14.4 64.0 31.2 85.8 86.5: 14.2 13.5
Old : 100.0: 7.5 40.9 14.4 64.0 31.2 85.8 86.5: 14.2 13.5
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 : 35: 7 15 16 12 8 31 28:
Old : 35: 7 15 16 12 8 31 28:
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 : 56.6 63.3 66.7 73.7 48.1 45.5 53.4 51.7
Old : 56.6 63.3 66.7 73.7 48.1 45.5 53.4 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 6, 2009