VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, December 15, 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 : 62,312: 3,441 22,359 10,867 36,727 19,720 51,035 52,946: 11,277 9,366
Old : 62,312: 3,441 22,359 10,867 36,727 19,720 51,035 52,946: 11,277 9,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 295: -1,159 -1,113 2,171 -859 780 153 1,838: 142 -1,543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 35.9 17.4 58.9 31.6 81.9 85.0: 18.1 15.0
Old : 100.0: 5.5 35.9 17.4 58.9 31.6 81.9 85.0: 18.1 15.0
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 : 35: 6 16 17 12 10 31 31:
Old : 35: 6 16 17 12 10 31 31:
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 : 58.1 45.9 67.8 64.0 47.1 36.3 50.1 45.8
Old : 58.1 45.9 67.8 64.0 47.1 36.3 50.1 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2009