VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, August 18, 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 : 41,567: 6,616 5,950 2,563 23,974 27,325 33,153 35,838: 8,414 5,729
Old : 41,567: 6,616 5,950 2,563 23,974 27,325 33,153 35,838: 8,414 5,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 612: -18 826 -2,143 2,994 1,367 833 50: -221 562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 14.3 6.2 57.7 65.7 79.8 86.2: 20.2 13.8
Old : 100.0: 15.9 14.3 6.2 57.7 65.7 79.8 86.2: 20.2 13.8
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 : 27: 8 8 8 11 8 24 19:
Old : 27: 8 8 8 11 8 24 19:
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 : 58.3 63.2 66.9 78.1 54.7 55.2 59.8 68.2
Old : 58.3 63.2 66.9 78.1 54.7 55.2 59.8 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 21, 2008