VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 38,439 COMMITMENTS 7,066 3,212 5,159 17,300 25,986 29,525 34,357 8,914 4,082 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 5,545) -7,328 -4,406 251 13,243 10,634 6,166 6,479 -621 -934 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 8.4 13.4 45.0 67.6 76.8 89.4 23.2 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 9 4 6 9 6 22 13
Updated July 24, 2009