VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 129,848 COMMITMENTS 3,366 20,542 16,926 95,508 78,279 115,800 115,747 14,049 14,102 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 14,813) -1,107 2,008 4,659 10,459 9,220 14,011 15,887 802 -1,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 15.8 13.0 73.6 60.3 89.2 89.1 10.8 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 6 31 24 21 29 48 70
Updated October 15, 2010