VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, August 25, 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 : 37,995: 5,440 6,960 1,820 21,971 24,025 29,231 32,805: 8,764 5,190
Old : 37,995: 5,440 6,960 1,820 21,971 24,025 29,231 32,805: 8,764 5,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: -3,572: -1,176 1,010 -743 -2,003 -3,300 -3,922 -3,033: 350 -539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 18.3 4.8 57.8 63.2 76.9 86.3: 23.1 13.7
Old : 100.0: 14.3 18.3 4.8 57.8 63.2 76.9 86.3: 23.1 13.7
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 : 24: 6 7 6 10 7 20 16:
Old : 24: 6 7 6 10 7 20 16:
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 : 60.9 62.1 67.9 78.1 57.9 56.9 62.2 71.8
Old : 60.9 62.1 67.9 78.1 57.9 56.9 62.2 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2009