VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 38,410 COMMITMENTS 6,090 3,968 5,758 18,224 23,798 30,072 33,524 8,338 4,886 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 2,143) 853 528 -449 1,423 1,745 1,827 1,824 316 319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 10.3 15.0 47.4 62.0 78.3 87.3 21.7 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 9 8 8 9 7 24 17
Updated August 7, 2009