VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, June 2, 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 : 21,309: 7,832 4,759 3,522 2,625 9,543 13,979 17,824: 7,330 3,485
Old : 21,309: 7,832 4,759 3,522 2,625 9,543 13,979 17,824: 7,330 3,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 22.3 16.5 12.3 44.8 65.6 83.6: 34.4 16.4
Old : 100.0: 36.8 22.3 16.5 12.3 44.8 65.6 83.6: 34.4 16.4
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 : 20: 9 6 5 5 3 17 11:
Old : 20: 9 6 5 5 3 17 11:
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 : 37.3 63.4 51.7 80.9 30.9 55.3 40.9 63.4
Old : 37.3 63.4 51.7 80.9 30.9 55.3 40.9 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2009