VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 1, 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 : 42,255: 5,108 7,727 1,951 26,525 26,634 33,584 36,312: 8,671 5,943
Old : 42,255: 5,108 7,727 1,951 26,525 26,634 33,584 36,312: 8,671 5,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 4,260: -332 767 131 4,554 2,609 4,353 3,507: -93 753
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 18.3 4.6 62.8 63.0 79.5 85.9: 20.5 14.1
Old : 100.0: 12.1 18.3 4.6 62.8 63.0 79.5 85.9: 20.5 14.1
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 : 26: 8 7 6 10 8 22 17:
Old : 26: 8 7 6 10 8 22 17:
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 : 59.0 62.2 67.5 78.3 56.4 56.3 61.8 70.6
Old : 59.0 62.2 67.5 78.3 56.4 56.3 61.8 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2009