VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 46,867: 4,045 14,727 3,309 31,081 22,858 38,435 40,894: 8,432 5,973
Old : 46,867: 4,045 14,727 3,309 31,081 22,858 38,435 40,894: 8,432 5,973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -7,499: -338 1,824 -1,769 -4,102 -6,464 -6,209 -6,409: -1,290 -1,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 31.4 7.1 66.3 48.8 82.0 87.3: 18.0 12.7
Old : 100.0: 8.6 31.4 7.1 66.3 48.8 82.0 87.3: 18.0 12.7
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 : 33: 8 11 9 11 9 26 24:
Old : 33: 8 11 9 11 9 26 24:
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 : 60.9 53.8 69.4 73.1 57.5 49.2 61.2 62.7
Old : 60.9 53.8 69.4 73.1 57.5 49.2 61.2 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2008