VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 12/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 149,231 COMMITMENTS 9,957 21,831 33,198 91,341 79,548 134,496 134,577 14,735 14,654 CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 1,932) -744 -1,670 4,582 1,667 3,749 5,505 6,661 -3,573 -4,729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 14.6 22.2 61.2 53.3 90.1 90.2 9.9 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 18 29 41 26 32 75 84
Updated December 10, 2010