VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 75,447 COMMITMENTS 426 9,590 2,655 61,460 47,688 64,541 59,933 10,906 15,514 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 4,557) 0 165 895 814 106 1,709 1,166 2,848 3,391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 12.7 3.5 81.5 63.2 85.5 79.4 14.5 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 14 7 20 26 29 40
Updated July 2, 2010