VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 1, 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 : 61,905: 31,090 19,243 7,583 9,280 21,009 47,953 47,835: 13,952 14,070
Old : 61,905: 31,090 19,243 7,583 9,280 21,009 47,953 47,835: 13,952 14,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 4,229: 2,372 1,253 -2,445 459 815 386 -377: 3,843 4,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.2 31.1 12.2 15.0 33.9 77.5 77.3: 22.5 22.7
Old : 100.0: 50.2 31.1 12.2 15.0 33.9 77.5 77.3: 22.5 22.7
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 : 32: 9 11 14 11 8 30 24:
Old : 32: 9 11 14 11 8 30 24:
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 : 55.9 51.1 63.8 63.2 48.2 41.2 52.1 50.2
Old : 55.9 51.1 63.8 63.2 48.2 41.2 52.1 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 4, 2009