VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 10/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 128,289 COMMITMENTS 3,750 19,187 18,645 88,142 71,583 110,537 109,415 17,752 18,874 CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -6,647) -252 -2,785 235 -10,864 -9,017 -10,881 -11,567 4,234 4,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 15.0 14.5 68.7 55.8 86.2 85.3 13.8 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 11 29 26 18 25 48 66
Updated October 29, 2010