VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, July 21, 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 : 38,439: 7,066 3,212 5,159 17,300 25,986 29,525 34,357: 8,914 4,082
Old : 38,439: 7,066 3,212 5,159 17,300 25,986 29,525 34,357: 8,914 4,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 5,545: -7,328 -4,406 251 13,243 10,634 6,166 6,479: -621 -934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 8.4 13.4 45.0 67.6 76.8 89.4: 23.2 10.6
Old : 100.0: 18.4 8.4 13.4 45.0 67.6 76.8 89.4: 23.2 10.6
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 : 24: 9 4 6 9 6 22 13:
Old : 24: 9 4 6 9 6 22 13:
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 : 53.6 70.3 62.6 86.6 43.4 64.3 51.2 71.4
Old : 53.6 70.3 62.6 86.6 43.4 64.3 51.2 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 24, 2009