VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 22,457 COMMITMENTS 8,497 1,928 4,074 3,145 12,553 15,716 18,555 6,741 3,902 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,148) 665 -2,831 552 520 3,010 1,737 731 -589 417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.8 8.6 18.1 14.0 55.9 70.0 82.6 30.0 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 10 3 6 6 6 19 13
Updated June 12, 2009