VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 07/13/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 86,615 COMMITMENTS 1,116 15,895 1,696 73,660 56,685 76,472 74,276 10,143 12,339 CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 9,941) 644 6,050 -2,211 11,184 8,090 9,617 11,929 324 -1,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 18.4 2.0 85.0 65.4 88.3 85.8 11.7 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 15 9 17 24 27 41
Updated July 16, 2010