VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 37,995 COMMITMENTS 5,440 6,960 1,820 21,971 24,025 29,231 32,805 8,764 5,190 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -3,572) -1,176 1,010 -743 -2,003 -3,300 -3,922 -3,033 350 -539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 18.3 4.8 57.8 63.2 76.9 86.3 23.1 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 7 6 10 7 20 16
Updated August 28, 2009