VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, July 7, 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 : 28,919: 11,839 6,180 5,574 4,036 13,610 21,449 25,364: 7,470 3,555
Old : 28,919: 11,839 6,180 5,574 4,036 13,610 21,449 25,364: 7,470 3,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 1,903: 266 708 621 1,008 -243 1,895 1,086: 8 817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 21.4 19.3 14.0 47.1 74.2 87.7: 25.8 12.3
Old : 100.0: 40.9 21.4 19.3 14.0 47.1 74.2 87.7: 25.8 12.3
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 : 23: 10 5 6 7 5 21 12:
Old : 23: 10 5 6 7 5 21 12:
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 : 49.1 69.6 59.2 86.3 38.8 57.4 46.0 66.0
Old : 49.1 69.6 59.2 86.3 38.8 57.4 46.0 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 10, 2009