VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, July 28, 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 : 36,267: 5,237 3,440 6,207 16,801 22,053 28,245 31,700: 8,022 4,567
Old : 36,267: 5,237 3,440 6,207 16,801 22,053 28,245 31,700: 8,022 4,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -2,172: -1,829 228 1,048 -499 -3,933 -1,280 -2,657: -892 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 9.5 17.1 46.3 60.8 77.9 87.4: 22.1 12.6
Old : 100.0: 14.4 9.5 17.1 46.3 60.8 77.9 87.4: 22.1 12.6
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 : 24: 8 6 6 8 7 21 14:
Old : 24: 8 6 6 8 7 21 14:
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 : 57.7 64.7 66.0 83.3 45.5 56.4 51.4 65.4
Old : 57.7 64.7 66.0 83.3 45.5 56.4 51.4 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 31, 2009