VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 309,767 COMMITMENTS 89,191 113,399 38,935 161,333 134,066 289,459 286,400 20,308 23,367 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -33,607) -13,085 8,457 -7,631 -6,960 -29,786 -27,676 -28,960 -5,931 -4,647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 36.6 12.6 52.1 43.3 93.4 92.5 6.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 30 58 49 30 32 94 111
Updated June 29, 2012