VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, June 16, 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 : 24,576: 8,015 2,767 4,385 3,278 13,052 15,678 20,204: 8,898 4,372
Old : 24,576: 8,015 2,767 4,385 3,278 13,052 15,678 20,204: 8,898 4,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 2,119: -482 839 311 133 499 -38 1,649: 2,157 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 11.3 17.8 13.3 53.1 63.8 82.2: 36.2 17.8
Old : 100.0: 32.6 11.3 17.8 13.3 53.1 63.8 82.2: 36.2 17.8
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 : 22: 9 6 8 6 4 18 15:
Old : 22: 9 6 8 6 4 18 15:
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 : 35.4 63.1 48.6 77.3 29.5 54.3 37.6 60.6
Old : 35.4 63.1 48.6 77.3 29.5 54.3 37.6 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 19, 2009