VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 12/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 155,998 COMMITMENTS 10,548 21,670 30,192 93,726 84,548 134,466 136,410 21,532 19,588 CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 4,495) -2,004 -796 -1,540 2,078 -727 -1,466 -3,063 5,961 7,558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 13.9 19.4 60.1 54.2 86.2 87.4 13.8 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 20 25 30 28 31 70 72
Updated December 27, 2010