VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 70,890 COMMITMENTS 426 9,425 1,760 60,646 47,582 62,832 58,767 8,058 12,123 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -19,485) 0 -955 -1,672 -10,841 -10,304 -12,513 -12,931 -6,972 -6,554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 13.3 2.5 85.5 67.1 88.6 82.9 11.4 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 13 7 19 23 28 36
Updated June 25, 2010