VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 04/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 188,985 COMMITMENTS 29,647 27,091 37,090 98,835 107,441 165,572 171,622 23,413 17,363 CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 7,697) 1,082 2,976 3,324 311 -1,961 4,717 4,339 2,980 3,358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 14.3 19.6 52.3 56.9 87.6 90.8 12.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 39 31 45 28 29 94 89
Updated April 15, 2011