VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 29, 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 : 43,154: 3,373 14,506 3,371 28,270 18,141 35,014 36,018: 8,140 7,136
Old : 43,154: 3,373 14,506 3,371 28,270 18,141 35,014 36,018: 8,140 7,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -3,713: -672 -221 62 -2,811 -4,717 -3,421 -4,876: -292 1,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 33.6 7.8 65.5 42.0 81.1 83.5: 18.9 16.5
Old : 100.0: 7.8 33.6 7.8 65.5 42.0 81.1 83.5: 18.9 16.5
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 : 31: 6 11 10 11 7 25 22:
Old : 31: 6 11 10 11 7 25 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 : 61.2 49.8 68.9 68.0 60.7 48.3 64.9 62.8
Old : 61.2 49.8 68.9 68.0 60.7 48.3 64.9 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 2, 2009