VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 212,295 COMMITMENTS 31,149 47,189 45,602 111,061 99,040 187,812 191,831 24,483 20,464 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 176) 10,805 3,945 -4,413 -7,636 180 -1,244 -288 1,420 464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 22.2 21.5 52.3 46.7 88.5 90.4 11.5 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 46 33 58 27 26 109 99
Updated July 8, 2011