VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, June 30, 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 : 27,016: 11,573 5,472 4,953 3,028 13,853 19,554 24,278: 7,462 2,738
Old : 27,016: 11,573 5,472 4,953 3,028 13,853 19,554 24,278: 7,462 2,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2009 :
: 2,440: 3,558 2,705 568 -250 801 3,876 4,074: -1,436 -1,634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 20.3 18.3 11.2 51.3 72.4 89.9: 27.6 10.1
Old : 100.0: 42.8 20.3 18.3 11.2 51.3 72.4 89.9: 27.6 10.1
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: 11 5 5 5 5 20 11:
Old : 22: 11 5 5 5 5 20 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 : 48.0 71.2 58.9 88.6 38.9 61.5 45.9 68.9
Old : 48.0 71.2 58.9 88.6 38.9 61.5 45.9 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 6, 2009