VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 22, 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 : 53,120: 926 9,850 3,229 40,728 34,565 44,883 47,644: 8,237 5,476
Old : 53,120: 926 9,850 3,229 40,728 34,565 44,883 47,644: 8,237 5,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -9,192: -2,515 -12,509 -7,638 4,001 14,845 -6,152 -5,302: -3,040 -3,890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 18.5 6.1 76.7 65.1 84.5 89.7: 15.5 10.3
Old : 100.0: 1.7 18.5 6.1 76.7 65.1 84.5 89.7: 15.5 10.3
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 : 30: 3 7 6 15 15 23 24:
Old : 30: 3 7 6 15 15 23 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 : 69.3 48.2 76.3 65.5 59.0 38.8 61.6 52.0
Old : 69.3 48.2 76.3 65.5 59.0 38.8 61.6 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2009