VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2009
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($1000 X INDEX) :
: : :
All : 40,955: 6,634 5,124 4,706 20,980 25,958 32,320 35,788: 8,635 5,167
Old : 40,955: 6,634 5,124 4,706 20,980 25,958 32,320 35,788: 8,635 5,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 2,545: 544 1,156 -1,052 2,756 2,160 2,248 2,264: 297 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 12.5 11.5 51.2 63.4 78.9 87.4: 21.1 12.6
Old : 100.0: 16.2 12.5 11.5 51.2 63.4 78.9 87.4: 21.1 12.6
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 : 29: 9 8 9 10 7 26 18:
Old : 29: 9 8 9 10 7 26 18:
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 : 56.8 63.0 64.3 79.3 49.7 58.8 55.4 68.6
Old : 56.8 63.0 64.3 79.3 49.7 58.8 55.4 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2009