VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 01/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 151,215 COMMITMENTS 10,617 33,744 30,263 95,025 75,356 135,905 139,363 15,310 11,852 CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -22,791) -1,117 -36 3,153 -18,195 -19,813 -16,159 -16,696 -6,632 -6,095 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 22.3 20.0 62.8 49.8 89.9 92.2 10.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 21 31 38 29 34 80 86
Updated January 28, 2011