VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 Commitments of Traders - Futures Only, June 16, 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 : 24,576: 8,015 2,767 4,385 3,278 13,052 15,678 20,204: 8,898 4,372 Old : 24,576: 8,015 2,767 4,385 3,278 13,052 15,678 20,204: 8,898 4,372 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : 2,119: -482 839 311 133 499 -38 1,649: 2,157 470 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.6 11.3 17.8 13.3 53.1 63.8 82.2: 36.2 17.8 Old : 100.0: 32.6 11.3 17.8 13.3 53.1 63.8 82.2: 36.2 17.8 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 6 8 6 4 18 15: Old : 22: 9 6 8 6 4 18 15: 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 : 35.4 63.1 48.6 77.3 29.5 54.3 37.6 60.6 Old : 35.4 63.1 48.6 77.3 29.5 54.3 37.6 60.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 19, 2009