VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 215,571 COMMITMENTS 20,476 43,074 47,153 122,714 102,484 190,343 192,711 25,228 22,860 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -33,405) -2,465 -1,356 -5,532 -24,565 -25,791 -32,562 -32,679 -843 -726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 20.0 21.9 56.9 47.5 88.3 89.4 11.7 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 38 37 57 27 27 105 101
Updated June 24, 2011