VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 109,296 COMMITMENTS 1,949 13,470 7,738 85,880 79,710 95,567 100,918 13,729 8,378 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 9,823) 1,138 690 933 4,972 12,479 7,043 14,102 2,780 -4,279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 12.3 7.1 78.6 72.9 87.4 92.3 12.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 5 18 15 21 26 40 49
Updated September 10, 2010