VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 8, 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 : 62,017: 4,600 23,472 8,696 37,586 18,940 50,882 51,108: 11,135 10,909
Old : 62,017: 4,600 23,472 8,696 37,586 18,940 50,882 51,108: 11,135 10,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 112: -189 4,229 1,145 1,973 -2,101 2,929 3,273: -2,817 -3,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 37.8 14.0 60.6 30.5 82.0 82.4: 18.0 17.6
Old : 100.0: 7.4 37.8 14.0 60.6 30.5 82.0 82.4: 18.0 17.6
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 : 33: 6 12 13 13 10 30 26:
Old : 33: 6 12 13 13 10 30 26:
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 : 60.0 50.4 68.6 65.1 49.8 40.0 53.6 50.6
Old : 60.0 50.4 68.6 65.1 49.8 40.0 53.6 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2009