VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 29, 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 : 52,718: 487 9,063 3,238 39,992 34,421 43,717 46,722: 9,001 5,996
Old : 52,718: 487 9,063 3,238 39,992 34,421 43,717 46,722: 9,001 5,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -402: -439 -787 9 -736 -144 -1,166 -922: 764 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 17.2 6.1 75.9 65.3 82.9 88.6: 17.1 11.4
Old : 100.0: 0.9 17.2 6.1 75.9 65.3 82.9 88.6: 17.1 11.4
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 : 28: 2 5 6 16 15 23 23:
Old : 28: 2 5 6 16 15 23 23:
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 : 68.9 49.2 75.4 66.8 58.4 39.4 60.9 53.8
Old : 68.9 49.2 75.4 66.8 58.4 39.4 60.9 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2010