VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, July 14, 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 : 32,894: 14,394 7,618 4,908 4,057 15,352 23,359 27,878: 9,535 5,016
Old : 32,894: 14,394 7,618 4,908 4,057 15,352 23,359 27,878: 9,535 5,016
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 3,975: 2,555 1,438 -666 21 1,742 1,910 2,514: 2,065 1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 23.2 14.9 12.3 46.7 71.0 84.8: 29.0 15.2
Old : 100.0: 43.8 23.2 14.9 12.3 46.7 71.0 84.8: 29.0 15.2
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 : 22: 9 5 6 7 5 20 12:
Old : 22: 9 5 6 7 5 20 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 : 46.3 66.1 57.4 83.0 38.6 60.1 47.0 67.4
Old : 46.3 66.1 57.4 83.0 38.6 60.1 47.0 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 17, 2009