VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 03/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 160,389 COMMITMENTS 18,049 27,431 32,562 90,241 85,036 140,852 145,029 19,537 15,360 CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -2,179) 2,493 773 -1,815 -253 559 425 -483 -2,604 -1,696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 17.1 20.3 56.3 53.0 87.8 90.4 12.2 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 30 27 39 24 28 78 83
Updated March 4, 2011