VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, June 9, 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 : 22,457: 8,497 1,928 4,074 3,145 12,553 15,716 18,555: 6,741 3,902
Old : 22,457: 8,497 1,928 4,074 3,145 12,553 15,716 18,555: 6,741 3,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2009 :
: 1,148: 665 -2,831 552 520 3,010 1,737 731: -589 417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 8.6 18.1 14.0 55.9 70.0 82.6: 30.0 17.4
Old : 100.0: 37.8 8.6 18.1 14.0 55.9 70.0 82.6: 30.0 17.4
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 : 21: 10 3 6 6 6 19 13:
Old : 21: 10 3 6 6 6 19 13:
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 : 39.1 66.3 54.1 80.1 33.0 57.9 42.7 61.3
Old : 39.1 66.3 54.1 80.1 33.0 57.9 42.7 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 12, 2009