VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 99,473 COMMITMENTS 811 12,780 6,805 80,908 67,231 88,524 86,816 10,949 12,657 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 4,253) 0 -1,993 3,765 3,274 4,850 7,039 6,622 -2,786 -2,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 12.8 6.8 81.3 67.6 89.0 87.3 11.0 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 21 15 22 23 40 47
Updated September 3, 2010