VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 86,728 COMMITMENTS 1,417 9,251 4,210 71,524 59,716 77,151 73,177 9,577 13,551 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 4,109) -943 234 -282 3,300 2,211 2,075 2,163 2,034 1,946 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 10.7 4.9 82.5 68.9 89.0 84.4 11.0 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 12 8 20 27 30 42
Updated June 11, 2010