VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, August 4, 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 : 38,410: 6,090 3,968 5,758 18,224 23,798 30,072 33,524: 8,338 4,886
Old : 38,410: 6,090 3,968 5,758 18,224 23,798 30,072 33,524: 8,338 4,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 28, 2009 :
: 2,143: 853 528 -449 1,423 1,745 1,827 1,824: 316 319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 10.3 15.0 47.4 62.0 78.3 87.3: 21.7 12.7
Old : 100.0: 15.9 10.3 15.0 47.4 62.0 78.3 87.3: 21.7 12.7
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 : 27: 9 8 8 9 7 24 17:
Old : 27: 9 8 8 9 7 24 17:
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 : 56.2 62.9 64.8 80.8 46.0 58.3 53.2 67.5
Old : 56.2 62.9 64.8 80.8 46.0 58.3 53.2 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 7, 2009